Goodness-of-fit testing strategies from indirect observations. (English) Zbl 1359.62147
Summary: We consider in this paper a goodness-of-fit testing problem in a density framework. In particular, we deal with an error-in-variables model where each new incoming observation is gathered with a random independent error. It is well known that in such a situation, we are faced with an inverse (deconvolution) problem. Nevertheless, following recent results in the Gaussian white noise model, we prove that using procedures containing a deconvolution step is not always necessary.
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