On One Nonparametric Estimation of the Poisson Regression Function

The limiting distribution of the integral square deviation of a nonparametric kernel-type estimator for the Poisson regression function is established. A criterion for testing the hypothesis on the Poisson regression function is constructed. The power asymptotic of the constructed criterion is studied for certain types of close alternatives.

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Publication Details

Journal
Theory of Probability and Its Applications
Published
2024-08-01
DOI
https://doi.org/10.1137/s0040585x97t991842
Primary Topic
Statistical Methods and Inference
Type
article
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article

On One Nonparametric Estimation of the Poisson Regression Function

É. A. Nadaraya, Petre Babilua
Theory of Probability and Its Applications
Statistical Methods and Inference
article

On One Nonparametric Estimation of the Poisson Regression Function

É. A. Nadaraya, Petre Babilua
article en

Abstract

The limiting distribution of the integral square deviation of a nonparametric kernel-type estimator for the Poisson regression function is established. A criterion for testing the hypothesis on the Poisson regression function is constructed. The power asymptotic of the constructed criterion is studied for certain types of close alternatives.

Theory of Probability and Its ApplicationsVol. 69(2)
Openalex Percentile: Top 86%
Statistical Methods and Inference
DOISourceOpenAlex
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On One Nonparametric Estimation of the Poisson Regression Function — É. A. Nadaraya, Petre Babilua · Theory of Probability and Its Applications (2024) | TGRS Research Map | TGRS