On automatic kernel density estimate-based tests for goodness-of-fit

DOI10.1007/s11749-021-00799-3zbMath1496.62083OpenAlexW4210713929MaRDI QIDQ2084717

Carlos Tenreiro

Publication date: 13 October 2022

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-021-00799-3

zbMATH Keywords

kernel density estimatorgoodness-of-fit testsbandwidth selectionBickel-Rosenblatt tests

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10)

Related Items

Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations

Uses Software

• R
• KernSmooth

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Tests for location-scale families based on the empirical characteristic function
• \(k\)-sample test based on the common area of kernel density estimators
• Non-parametric \(k\)-sample tests: density functions vs distribution functions
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit
• Lower bounds for bandwidth selection in density estimation
• Smoothed cross-validation
• Exact mean integrated squared error
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• On the asymptotic normality of multistage integrated density derivatives kernel estimators.
• Invariant tests for multivariate normality: A critical review
• Smoothing methods in statistics
• Density comparison for independent and right censored samples via kernel smoothing
• On some global measures of the deviations of density function estimates
• On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
• Data-Based Choice of the Number of Pilot Stages for Plug-in Bandwidth Selection
• Density based tests for goodness-of-fit
• Remarks on Some Nonparametric Estimates of a Density Function
• On optimal data-based bandwidth selection in kernel density estimation
• An empirical power comparison of univariate goodness-of-fit tests for normality
• ROC Curves for Continuous Data
• Biased and Unbiased Cross-Validation in Density Estimation
• A class of invariant consistent tests for multivariate normality
• Bootstrapping a consistent nonparametric goodness-of-fit test
• A weighted least-squares cross-validation bandwidth selector for kernel density estimation
• Adaptive Smoothing and Density-Based Tests of Multivariate Normality
• An analysis of variance test for normality (complete samples)
• Goodness‐of‐fit Tests Based on the Kernel Density Estimator
• Empirical likelihood tests for two-sample problems via nonparametric density estimation
• On Estimation of a Probability Density Function and Mode
• A Test of Goodness of Fit
• Introduction to nonparametric estimation
• A test for normality based on the empirical characteristic function
• Local power properties of kernel based goodness of fit tests
• On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth

This page was built for publication: On automatic kernel density estimate-based tests for goodness-of-fit