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Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression

Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression

We consider the problem of testing a particular type of composite null hypothesis under a nonparametric multivariate regression model. For a given quadratic functional $Q$, the null hypothesis states that the regression function $f$ satisfies the constraint $Q[f]=0$, while the alternative corresponds to the functions for which $Q[f]$ is bounded …