On one Homogeneity Test Based on Quadratic Deviations between Kernel Estimators of a Distribution Density in p\geq 2 Independent Samples

DOI10.1137/S0040585X97T989234MaRDI QIDQ4618072zbMATH OpenOpenAlexFDO

Authors Petre Babilua, Elizbar Nadaraya

Publication date 7 February 2019

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t989234

zbMATH Keywords

Brownian bridgeshomogeneity hypothesiskernel estimator of densitylimit theoremtest power

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Nonparametric hypothesis testing (62G10)

Cites work

• An approximation of partial sums of independent RV'-s, and the sample DF. I
• scientific article; zbMATH DE number 3682851 (Why is no real title available?)
• scientific article; zbMATH DE number 48201 (Why is no real title available?)
• scientific article; zbMATH DE number 3335625 (Why is no real title available?)
• Limit theorems for stochastic measures of the accuracy of density estimators
• On Non-Parametric Estimates of Density Functions and Regression Curves
• On some global measures of the deviations of density function estimates
• Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates

Cited in

(1)

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

This page was built for publication: On one Homogeneity Test Based on Quadratic Deviations between Kernel Estimators of a Distribution Density in $p\geq 2$ Independent Samples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4618072)