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Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - 2021
Persistent link: https://www.econbiz.de/10012582304
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Optimal minimax rates against non-smooth alternatives
Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - 2020
Persistent link: https://www.econbiz.de/10012549349
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Optimal minimax rates against nonsmooth alternatives
Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - In: The econometrics journal 25 (2022) 2, pp. 322-339
Persistent link: https://www.econbiz.de/10013253837
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Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - In: Econometric reviews 42 (2023) 6, pp. 487-512
Persistent link: https://www.econbiz.de/10014305572