Nonparametric goodness-of-fit testing for a continuous multivariate parametric model

DOI10.1016/j.jmva.2023.105182zbMath1520.62060MaRDI QIDQ6097557

Andrew T. A. Wood, Dimitrios Bagkavos, Prakash N. Patil

Publication date: 5 June 2023

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

density; power; goodness-of-fit; smoothing parameter; Pitman alternatives

Mathematics Subject Classification ID

62G07: Density estimation

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62P05: Applications of statistics to actuarial sciences and financial mathematics

62H15: Hypothesis testing in multivariate analysis