Goodness‐of‐fit Tests Based on the Kernel Density Estimator
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Publication:5467711
DOI10.1111/J.1467-9469.2005.00471.XzbMATH Open1091.62031OpenAlexW2115812779WikidataQ61849312 ScholiaQ61849312MaRDI QIDQ5467711FDOQ5467711
Authors: 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
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- Strongly consistent model selection for densities
- Multivariate goodness-of-fit tests based on kernel density estimators
- Improved density and distribution function estimation
- Adaptive goodness-of-fit tests in a density model
- 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 testing using a specific density estimate
- Studying the bandwidth in \(k\)-sample smooth tests
- Karhunen–Loève Basis in Goodness-of-Fit Tests Decomposition: An Evaluation
- Goodness‐of‐fit Test for Directional Data
- On goodness-of-fit tests for weakly dependent processes using kernel method
- An updated review of goodness-of-fit tests for regression models
- On one homogeneity test based on the kernel-type estimators of the distribution density
- Testing the link when the index is semiparametric -- a comparative study
- On automatic kernel density estimate-based tests for goodness-of-fit
- Large-scale simultaneous testing using kernel density estimation
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