On the optimization of the weighted Bickel--Rosenblatt test

DOI10.1016/J.SPL.2004.03.007zbMath1086.62044OpenAlexW2040337891MaRDI QIDQ1881234

Fateh Chebana

Publication date: 4 October 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.03.007

zbMATH Keywords

kernel density estimatorsgoodness of fit testsPitman efficiency

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

The LIL for the Bickel-Rosenblatt test statistic ⋮ An updated review of goodness-of-fit tests for regression models ⋮ A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations

Cites Work

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• Did the middle class shrink during the 1980s?
• A minimax criterion for choosing weight functions for L-estimates of location
• On some global measures of the deviations of density function estimates
• Asymptotic Statistics
• Asymptotic Efficiency of Nonparametric Tests

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