Abstract:
A new estimator for a Bernoulli regression function based on Bernstein
polynomials is constructed. Its consistency and asymptotic normality are
studied. A criterion for testing the hypothesis on the form of a Bernoulli
regression function and a criterion for testing the hypothesis on the
equality of two Bernoulli regression functions are constructed. The
consistency of these two criteria is studied.
Keywords:Bernstein polynomial, Bernoulli regression function, consistency, power of a criterion, one-sided alternatives.