Local power properties of kernel based goodness of fit tests

Journal of Multivariate Analysis

Volumn 78, Issue 2, 2001, Pages 161-190

  Gouriéroux, Christian ^a   Tenreiro, Carlos ^b  

^a CEPREMAP   (France)

^b UNIVERSITY OF COIMBRA   (Portugal)

Author keywords

asymptotic power; Goodness of fit tests; integrated square error; kernel density estimator; local alternatives

Indexed keywords

EID: 0035429655     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2000.1950     Document Type: Article

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