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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2002 Volume 47, Issue 1, Pages 110–130 (Mi tvp3003)

This article is cited in 1 paper

Test of symmetry in nonparametric regression

F. Leblanca, O. V. Lepskiĭb

a University of Grenoble 1 — Joseph Fourier
b Université de Provence

Abstract: The minimax properties of a test verifying a symmetry of an unknown regression function $f$ from $n$ independent observations are studied. The underlying design is assumed to be random and independent of the noise in observations. The function $f$ belongs to a ball in a Hölder space of regularity $\beta$. The null hypothesis accepts that $f$ is symmetric. We test this hypothesis versus the alternative that the $L_2$ distance from $f$ to the set of symmetric functions exceeds $\sqrt{r_n/2}$. As shown, these hypotheses can be tested consistently when $r_n=O(n^{-4\beta/(4\beta+1)})$.

Keywords: minimax hypothesis testing, minimax decision, Hölder class.

Received: 02.07.1999

Language: English

DOI: 10.4213/tvp3003


 English version:
Theory of Probability and its Applications, 2003, 47:1, 34–52

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