Minimax Tests for Nonparametric Alternatives with Applications to High Frequency Data
We present a general methodology for developing an asymptotically distribution-free, asymptotic minimax tests. The tests are constructed via a nonparametric density-quantile function and the limiting distribution is derived by a martingale approach. The procedure can be viewed as a novel parametric...
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| Format: | Others |
| Language: | English English |
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Florida State University
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| Online Access: | http://purl.flvc.org/fsu/fd/FSU_migr_etd-0796 |