{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,14]],"date-time":"2026-10-14T04:31:26Z","timestamp":1791952286724,"version":"4.3.4"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[2002,7,17]],"date-time":"2002-07-17T00:00:00Z","timestamp":1026864000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,10]]},"abstract":"<jats:p>In the context of testing the specification of a nonlinear \nparametric regression function, we adopt a nonparametric minimax \napproach to determine the maximum rate at which a set of smooth \nalternatives can approach the null hypothesis while ensuring \nthat a test can uniformly detect any alternative in this set \nwith some predetermined power. We show that a smooth nonparametric \ntest has optimal asymptotic minimax properties for regular \nalternatives. As a by-product, we obtain the rate of the smoothing \nparameter that ensures rate-optimality of the test. We show \nthat, in contrast, a class of nonsmooth tests, which includes \nthe integrated conditional moment test of Bierens (1982, \n<jats:italic>Journal of Econometrics<\/jats:italic> 20, 105\u2013134), has suboptimal \nasymptotic minimax properties.<\/jats:p>","DOI":"10.1017\/s0266466602185069","type":"journal-article","created":{"date-parts":[[2002,11,14]],"date-time":"2002-11-14T22:03:05Z","timestamp":1037311385000},"page":"1139-1171","source":"Crossref","is-referenced-by-count":40,"title":["OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING \nIN REGRESSION MODELS"],"prefix":"10.1017","volume":"18","author":[{"given":"Emmanuel","family":"Guerre","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Pascal","family":"Lavergne","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2002,7,17]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602185069","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,7]],"date-time":"2019-05-07T00:32:56Z","timestamp":1557189176000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602185069\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,7,17]]},"references-count":0,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2002,10]]}},"alternative-id":["S0266466602185069"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602185069","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,7,17]]}}}