Consider a random vector (X, Y ) and let m(x) = E(Y |X = x). We are interested in testing H0 : m ∈ MΘ,G = {γ(·, θ, g) : θ ∈ Θ, g ∈ G} for some known function γ, some compact set Θ ⊂ IRp and some function set G of real ...