A nonparametric test for the change of the density function under association
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Publication:5297091
DOI10.1080/10485250601162245zbMath1116.62085OpenAlexW2042867700MaRDI QIDQ5297091
Publication date: 18 July 2007
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250601162245
functional central limit theoremassociated random variablesnegatively associated random variableschange pointkernel estimate of a density function
Density estimation (62G07) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07) Sequential estimation (62L12)
Cites Work
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- Some mixing properties of time series models
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- Positively correlated normal variables are associated
- Local polynomial fitting under association
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- Negative association of random variables, with applications
- Non-strong mixing autoregressive processes
- Association of Random Variables, with Applications
- On Estimation of a Probability Density Function and Mode
- The weak convergence for functions of negatively associated random variables
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