Goodness of fit tests based on the L2-norm of multivariate probability density functions
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Publication:3432340
DOI10.1080/10485259308832550zbMath1360.62206OpenAlexW2074104739MaRDI QIDQ3432340
Ibrahim A. Ahmad, Patricia B. Cerrito
Publication date: 16 April 2007
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259308832550
Related Items (6)
An updated review of goodness-of-fit tests for regression models ⋮ Discriminant analysis with independently repeated multivariate measurements: an \(L^2\) approach ⋮ Goodness‐of‐fit Test for Directional Data ⋮ Estimation of entropy-type integral functionals ⋮ Multivariate goodness-of-fit tests based on kernel density estimators ⋮ Optimal tests for the general two-sample problem
Cites Work
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- \(L_p\)-consistency of multivariate density estimates
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- On some global measures of the deviations of density function estimates
- Estimation of a multivariate density
- On Limit Theorems for the Distributions of Generalized von Mises Functionals
- On Estimation of a Probability Density Function and Mode
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