On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
From MaRDI portal
Publication:2433820
DOI10.1016/j.jspi.2005.11.006zbMath1098.62055OpenAlexW2031082443MaRDI QIDQ2433820
Publication date: 30 October 2006
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2005.11.006
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
Related Items (8)
The LIL for the Bickel-Rosenblatt test statistic ⋮ An updated review of goodness-of-fit tests for regression models ⋮ The probability weighted characteristic function and goodness-of-fit testing ⋮ On the choice of the smoothing parameter for the BHEP goodness-of-fit test ⋮ On the Finite Sample Behavior of Fixed Bandwidth Bickel–Rosenblatt Test for Univariate and Multivariate Uniformity ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ Erratum to: ``On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests ⋮ On automatic kernel density estimate-based tests for goodness-of-fit
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Goodness of fit problem and scanning innovation martingales
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Consistency of some tests for multivariate normality
- An innovation approach to goodness-of-fit tests in \(R^ m\)
- Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- Large sample theory for U-statistics and tests of fit
- Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators
- Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
- A new approach to the BHEP tests for multivariate normality
- Extreme smoothing and testing for multivariate normality
- On some global measures of the deviations of density function estimates
- Density based tests for goodness-of-fit
- Remarks on Some Nonparametric Estimates of a Density Function
- Recent and classical tests for normality - a comparative study
- A class of invariant consistent tests for multivariate normality
- Adaptive Smoothing and Density-Based Tests of Multivariate Normality
- On Estimation of a Probability Density Function and Mode
- A Class of Statistics with Asymptotically Normal Distribution
- 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 the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests