RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2024 Volume 69, Issue 2, Pages 218–232 (Mi tvp5651)

On one nonparametric estimate of the Poisson regression function

P. Babilua, È. A. Nadaraya

Tbilisi Ivane Javakhishvili State University

Abstract: The limiting distribution of the integral square deviation of a nonparametric kernel-type estimator for the Poisson regression function is established. A criterion for testing the hypothesis on the Poisson regression function is constructed. The power asymptotic of the constructed criterion is studied for certain types of close alternatives.

Keywords: Poisson regression function, power of a criterion, consistency, limit distribution.

Received: 25.04.2023
Accepted: 19.07.2023

DOI: 10.4213/tvp5651


 English version:
Theory of Probability and its Applications, 2024, 69:2, 173–185


© Steklov Math. Inst. of RAS, 2024