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Volumn 68, Issue 4, 2004, Pages 333-345

On the optimization of the weighted Bickel-Rosenblatt test

Author keywords

Goodness of fit tests; Kernel density estimator; Pitman's efficiency; Weighted L2 norm

Indexed keywords


EID: 3042545766     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.03.007     Document Type: Article
Times cited : (5)

References (15)
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    • Bickel, P.J.1    Rosenblatt, M.2
  • 3
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    • Théorie de l'estimation fonctionnelle
    • Paris
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    • (1987) Economica
    • Bosq, D.1    Lecoutre, J.P.2
  • 4
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    • Fan Y. Testing the goodness of fit of a parametric density function by kernel method Econom. Theory 10 1994 316-356
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    • Fan, Y.1
  • 5
    • 0000150950 scopus 로고
    • The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit
    • Ghosh B.K. Huang W. The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit Ann. Statist. 19 1991 999-1009
    • (1991) Ann. Statist. , vol.19 , pp. 999-1009
    • Ghosh, B.K.1    Huang, W.2
  • 6
    • 0001872520 scopus 로고
    • Central limit theorem for integrated square error of multivariate nonparametric density estimators
    • Hall P. Central limit theorem for integrated square error of multivariate nonparametric density estimators J. Multivariate Anal. 14 1984 1-16
    • (1984) J. Multivariate Anal. , vol.14 , pp. 1-16
    • Hall, P.1
  • 7
    • 21844488943 scopus 로고
    • Did the middle class shrink during the 1980s? UK evidence from kernel density estimates
    • Jenkins S.P. Did the middle class shrink during the 1980s? UK evidence from kernel density estimates Econom. Lett. 49 1995 407-413
    • (1995) Econom. Lett. , vol.49 , pp. 407-413
    • Jenkins, S.P.1
  • 10
    • 3042687994 scopus 로고
    • A minimax criterion for choosing weight functions for L-estimates of location
    • Mason D.M. A minimax criterion for choosing weight functions for L-estimates of location Ann. Statist. 11 1983 317-325
    • (1983) Ann. Statist. , vol.11 , pp. 317-325
    • Mason, D.M.1
  • 12
    • 0002542168 scopus 로고
    • A quadratic measure of deviation of two-dimensional density estimates and test of independence
    • Rosenblatt M. A quadratic measure of deviation of two-dimensional density estimates and test of independence Ann. Statist. 3 1975 1-14
    • (1975) Ann. Statist. , vol.3 , pp. 1-14
    • Rosenblatt, M.1
  • 14
    • 0007117612 scopus 로고    scopus 로고
    • Tests d'ajustement à une densité fondés sur un estimateur non paramétrique à noyau pour des observations dépendantes
    • Tenreiro C. Tests d'ajustement à une densité fondés sur un estimateur non paramétrique à noyau pour des observations dépendantes Ann. d'Économ. Statist. 43 1996 129-148
    • (1996) Ann. D'Économ. Statist. , vol.43 , pp. 129-148
    • Tenreiro, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.