An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
中位数回归模型线性性的自适应速率最优检验
This article is concerned with testing the hypothesis that a conditional median function is linear against a nonparametric alternative with unknown smoothness. We develop a test that is uniformly consistent against alternatives whose distance from the linear model converges to zero at the fastest possible rate. The test does not require knowledge of the distribution of the model's random noise component, and it permits conditional heteroscedasticity of unknown form. The…