On testimation of a probability density: the normal case

DOI10.1080/03610929708831915MaRDI QIDQ4337315zbMATH OpenOpenAlexFDO

Authors Mezbahur Rahman, D. V. Gokhale, Aman Ullah

Publication date 14 October 1998

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929708831915

zbMATH Keywords

Gaussian kernelShapiro-Wilk statisticcombining constant in semiparametric density estimatesemiparametric density estimateShapiro-Francia statisticssmoothing parameter in kernel density estimate

Mathematics Subject Classification ID

Point estimation (62F10) Density estimation (62G07)

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Cites work

• scientific article; zbMATH DE number 5604057 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A Semiparametric Approach to Density Estimation
• An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
• On Estimation of a Probability Density Function and Mode
• On a Two-Stage Estimate of the Mean
• On two stage shrinkage testimation for exponential
• Remarks on Some Nonparametric Estimates of a Density Function
• Use of Some a Priori Knowledge in the Estimation of Means from Double Samples

Cited in

(5)

• Plug-in two-stage and sequential normal density estimation under MISE loss: both mean and variance are unknown
• Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance
• On two-stage shrinkage testtimation
• On non-null distributions connected with testing reality of a complex normal distribution
• Tests for normality based on density estimators of convolutions

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