A note on an Adaptive Goodness-of-Fit test with Finite Sample Validity for Random Design Regression Models

Pierpaolo Brutti

Given an i.i.d. sample $\{(X_i,Y_i){\}}_{i\in \{1\dots n\}}$ from the random design regression model $Y=f(X)+\epsilon$ with $(X,Y)\in [0,1]\times [-M,M]$, in this paper we consider…