On the homogeneity test based on the kernel-type estimators of a distribution density

DOI10.1016/j.trmi.2018.07.005zbMath1422.62076OpenAlexW2885361353MaRDI QIDQ2317084

Petre K. Babilua, Elizbar A. Nadaraya

Publication date: 8 August 2019

Published in: Transactions of A. Razmadze Mathematical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.trmi.2018.07.005

zbMATH Keywords

goodness-of-fit testpower of testtest for homogeneitytest consistencykernel-type estimator of density

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

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• Limit theorems for stochastic measures of the accuracy of density estimators
• Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
• On some global measures of the deviations of density function estimates
• Inference for a nonlinear counting process regression model
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• On Non-Parametric Estimates of Density Functions and Regression Curves

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