Goodness‐of‐fit Tests Based on the Kernel Density Estimator

DOI10.1111/j.1467-9469.2005.00471.xzbMath1091.62031OpenAlexW2115812779WikidataQ61849312 ScholiaQ61849312MaRDI QIDQ5467711

Ricardo Cao, Gábor Lugosi

Publication date: 24 May 2006

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2005.00471.x

zbMATH Keywords

bandwidth selectionhypothesis of symmetry\(L_1\) distancetranslation-scale family

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10)

Related Items (12)

Test of Normality Against Generalized Exponential Power Alternatives ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Goodness-of-fit graphical assessment for a broad family of unimodal distributions ⋮ A new way of quantifying the symmetry of a random variable: estimation and hypothesis testing ⋮ Goodness‐of‐fit Test for Directional Data ⋮ Studying the bandwidth in \(k\)-sample smooth tests ⋮ Unnamed Item ⋮ Multivariate goodness-of-fit tests based on kernel density estimators ⋮ Strongly consistent model selection for densities ⋮ Testing the link when the index is semiparametric -- a comparative study ⋮ Improved density and distribution function estimation ⋮ On automatic kernel density estimate-based tests for goodness-of-fit

Cites Work

• Almost sure classification of densities
• Testing a Regression Model When We Have Smooth Alternatives in Mind
• Maximum penalized likelihood estimation. Vol. 1: Density estimation

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