Local power properties of kernel based goodness of fit tests
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Publication:5947223
DOI10.1006/jmva.2000.1950zbMath1081.62529OpenAlexW2014915332MaRDI QIDQ5947223
Christian Gouriéroux, Carlos Tenreiro
Publication date: 2001
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2000.1950
kernel density estimatorlocal alternativesasymptotic powergoodness of fit testsintegrated square error
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)
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