79 citations · 99 across the 7 of their papers we have counts for
Showing math.STShow all
3 papers · 1 filter
math.ST2011★ 10 cited
Robust Adaptive Rate-Optimal Testing for the White Noise Hypothesis
Alain Guay, Emmanuel Guerre, Stepana Lazarova
A new test is proposed for the weak white noise null hypothesis. The test is based on a new automatic choice of the order for a Box-Pierce or Hong test statistic. The test uses Lob…
math.ST2011★ 79 cited
Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
Emmanuel Guerre, Camille Sabbah
This paper investigates the bias and the weak Bahadur representation of a local polynomial estimator of the conditional quantile function and its derivatives. The bias and Bahadur…
math.ST2005★ 6 cited
Data-driven rate-optimal specification testing in regression models
Emmanuel Guerre, Pascal Lavergne
We propose new data-driven smooth tests for a parametric regression function. The smoothing parameter is selected through a new criterion that favors a large smoothing parameter un…