Functional asymptotic normality of the L₂-deviation of the kernel density estimation indexed by classes of weight functions

DOI10.1016/J.JSPI.2004.11.004MaRDI QIDQ2495822zbMATH OpenOpenAlexFDO

Authors F. Chebana

Publication date 30 June 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.2004.11.004

zbMATH Keywords

functional CLTgoodness-of-fit testskernel density estimatorweighted \(L_{2}\)-norm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Density estimation (62G07) Nonparametric hypothesis testing (62G10)

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Cited in

(6)

• Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators
• Weighted Bickel-Rosenblatt process and goodness of fit tests.
• The LIL for the Bickel-Rosenblatt test statistic
• Parametric estimation with a class of \(M\)-estimators
• An updated review of goodness-of-fit tests for regression models
• On an integral square deviation measure with the weight of ``delta-functions of the Rosenblatt-Parzen probability density estimator

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