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Optimal Minimax Rates against Non-smooth Alternatives

Optimal Minimax Rates against Non-smooth Alternatives
Digital文書・図像類
Hitomi, Kohtaro, Iwasawa, Masamune, Nishiyama, YoshihikoInstitute of Economic Research, Kyoto University2020-12-30KIER Discussion Paper1051
Available onlineOther Libraries in Japan
  • Summary, etc.This study investigates optimal minimax rates for specifica...... find that the optimal minimax rate is n⁻ⁱ/⁴, where n is the samp...
  • Subject Headingoptimal minimax rate specification test instrument...

Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth

Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth
Digital文書・図像類
Hitomi, Kohtaro, Iwasawa, Masamune, Nishiyama, YoshihikoInstitute of Economic Research, Kyoto University2021-01-29KIER Discussion Paper1053
Available onlineOther Libraries in Japan
  • Summary, etc.This study investigates optimal minimax rates of specification testing for...
  • Subject Headingoptimal minimax rate specification tes instrumenta...

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