Optimal minimax rates of specification testing with data-driven bandwidth

Kohtaro Hitomi, Masamune Iwasawa, and Yoshihiko Nishiyama

Year of publication:	2023
Authors:	Hitomi, Kohtaro ; Iwasawa, Masamune ; Nishiyama, Yoshihiko
Subject:	Bandwidth selection \| instrumental variable regression \| non-parametric kernel method \| optimal minimax rate \| specification test \| Schätztheorie \| Estimation theory \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Regressionsanalyse \| Regression analysis \| Statistischer Test \| Statistical test

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