Central limit theorem for integrated square error of multivariate nonparametric density estimators

DOI10.1016/0047-259X(84)90044-7zbMATH Open0528.62028MaRDI QIDQ786474FDOQ786474

Publication date: 1984

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

variable kernels integrated square error degenerate U-statistics Rosenblatt-Parzen kernel estimator

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)

Cites Work

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Cited In (only showing first 100 items - show all)

A central limit theorem for generalized multilinear forms
Nonparametric model check based on local polynomial fitting
A note on variable selection in nonparametric regression with dependent data
Measures of Dependence and Tests of Independence
The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator
A nonparametric test for changing trends
Nonparametric specification tests for conditional duration models
Smoothed cross-validation
Goodness-of-fit test for directional data
On the optimization of the weighted Bickel--Rosenblatt test
Testing symmetry of an unknown density function by kernel method
Specification testing for errors-in-variables models
On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted \(U\)-statistics
Random approximations to some measures of accuracy in nonparametric curve estimation
Asymptotic properties of Dirichlet kernel density estimators
Minimum distance partial linear regression model checking with Berkson measurement errors
A consistent bootstrap test for conditional density functions with time-series data
Sharp minimax tests for large covariance matrices and adaptation
Invariant tests for multivariate normality: A critical review
Quantitative CLTs for symmetric \(U\)-statistics using contractions
Smooth coefficient estimation of a seemingly unrelated regression
Testing with many weak instruments
The LIL for the Bickel-Rosenblatt test statistic
Structural test in regression on functional variables
A new method of normal approximation
Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions
A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
Testing goodness of fit for the distribution of errors in multivariate linear models
Quadratic errors for nonparametric estimates under dependence
Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models
Testing the Markov property with high frequency data
A non‐parametric test for multi‐variate trend functions
Local power properties of kernel based goodness of fit tests
On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
A nonparametric test for equality of distributions with mixed categorical and continuous data
A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
Goodness of fit tests based on the L₂-norm of multivariate probability density functions
Nonparametric tests for conditional independence using conditional distributions
Linearity testing using local polynomial approximation
Nonparametric Versus Parametric Goodness of Fit
Adaptive goodness-of-fit testing from indirect observations
Derivative estimation and testing in generalized additive models
On wavelet projection kernels and the integrated squared error in density estimation
Nonparametric statistics for testing of linearity and serial independence
Central limit theorem for asymmetric kernel functionals
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
Shape constrained kernel density estimation
Model specification tests in nonparametric stochastic regression models
Testing independence by nonparametric kernel method
Minimax goodness-of-fit testing in multivariate nonparametric regression
Testing homoscedasticity in nonparametric regression
Financial crashes as endogenous jumps: estimation, testing and forecasting
Nonparametric tests for model selection with time series data
Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
Central limit theorem for the integrated squared error of the empirical second-order product density and goodness-of-fit tests for stationary point processes
Kernel-based nonlinear canonical analysis and time reversibility
Goodness-of-fit test for hazard rate
Nonparametric estimation of directional highest density regions
A consistent test of functional form via nonparametric estimation techniques
Nonparametric estimation of regression functions with both categorical and continuous data
Nonparametric test for checking lack of fit of the quantite regression model under random censoring
A class of \(U\)-statistics and asymptotic normality of the number of \(k\)- clusters
A consistent model specification test with mixed discrete and continuous data
A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
On goodness-of-fit tests for weakly dependent processes using kernel method
Lack-of-fit testing of a regression model with response missing at random
Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
Optimal rates for independence testing via \(U\)-statistic permutation tests
An equality test across nonparametric regressions
Testing additivity in generalized nonparametric regression models with estimated parameters
Goodness-of-fit tests for kernel regression with an application to option implied volatilities
A weighted least-squares cross-validation bandwidth selector for kernel density estimation
Structural tests in regression on functional variables
Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
Efficient nonparametric testing by functional estimation
Central limit theorem for ISE of kernel density estimators in censored dependent model
Testing the parametric specification of the diffusion function in a diffusion process
Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
A central limit theorem for generalized quadratic forms
Goodness-of-fit tests for copulas
Bootstrap, wild bootstrap, and asymptotic normality
Smooth varying-coefficient estimation and inference for qualitative and quantitative data
Consistent model specification tests for time series econometric models
A simple consistent bootstrap test for a parametric regression function
Nonparametric estimation of distributions with categorical and continuous data
Empirical likelihood estimation and consistent tests with conditional moment restrictions
Minimum distance regression model checking
Integrated square error of nonparametric estimators of regression function: The fixed design case
On the integrated squared error of the linear wavelet density estimator
Nonparametric dynamic panel data models: kernel estimation and specification testing
Fixed design local polynomial smoothing and bandwidth selection for right censored data
A nonparametric measure of heteroskedasticity
Adaptive chi-square tests
Nonparametric tests of moment condition stability
Non parametric estimation of the diffusion coefficient of a diffusion process
A simple test for multivariate conditional symmetry
Central limit theorems for quadratic errors of nonparametric estimators
Asymptotic expansion for ISE of kernel density estimators under censored dependent model
Density based tests for goodness-of-fit
A central limit theorem for a random quadratic form of strictly stationary processes

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