Optimal minimax rates of specification testing with data-driven bandwidth

Kohtaro Hitomi, Masamune Iwasawa and Yoshihiko Nishiyama

Year of publication:	January 2021
Authors:	Hitomi, Kohtaro ; Iwasawa, Masamune ; Nishiyama, Yoshihiko
Publisher:	Kyoto, Japan : Kyoto University
Subject:	optimal minimax rate \| specification test \| instrumental variable regression \| non-parametric kernel method \| bandwidth selection \| Regressionsanalyse \| Regression analysis \| Statistischer Test \| Statistical test \| Schätztheorie \| Estimation theory \| Nichtparametrisches Verfahren \| Nonparametric statistics

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