Multivariate goodness-of-fit tests based on kernel density estimators

DOI10.15388/NA.2015.4.9zbMath1420.62156MaRDI QIDQ4968036

Rimantas Rudzkis, Aleksej Bakshaev

Publication date: 12 July 2019

Published in: Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)

zbMATH Keywords

kernel density estimatorgoodness-of-fit

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Large excursion probabilities for random fields close to Gaussian ones ⋮ Multivariate goodness-of-fit tests based on Wasserstein distance

Uses Software

• KernSmooth
• pyuvdata

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An updated review of goodness-of-fit tests for regression models
• Probabilities of high excursions of Gaussian fields
• Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
• A consistent test for multivariate normality based on the empirical characteristic function
• The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit
• On the maximal deviation of k-dimensional density estimates
• A multivariate Kolmogorov-Smirnov test of goodness of fit
• Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
• Multivariate plug-in bandwidth selection
• On some global measures of the deviations of density function estimates
• Contribution to the bandwidth choice for kernel density estimates
• The Kolmogorov-Smirnov, Cramer-von Mises Tests
• Goodness of fit tests based on the L₂-norm of multivariate probability density functions
• Nonparametric Versus Parametric Goodness of Fit
• A class of invariant consistent tests for multivariate normality
• Cross-Validation of Multivariate Densities
• Plug-in bandwidth matrices for bivariate kernel density estimation
• Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation
• Goodness‐of‐fit Tests Based on the Kernel Density Estimator
• Measures of multivariate skewness and kurtosis with applications
• Remarks on a Multivariate Transformation
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• A Test of Goodness of Fit
• A test for normality based on the empirical characteristic function

This page was built for publication: Multivariate goodness-of-fit tests based on kernel density estimators