Adaptive-to-Model Hybrid of Tests for Regressions
适应模型的回归检验混合方法
In model checking for regressions, nonparametric estimation-based tests usually have tractable limiting null distributions and are sensitive to oscillating alternative models, but suffer from the curse of dimensionality. In contrast, empirical process-based tests can, at the fastest possible rate, detect local alternatives distinct from the null model, yet are less sensitive to oscillating alternatives and rely on Monte Carlo approximation for critical value determination,…