The LIL for the Bickel-Rosenblatt test statistic

DOI10.1016/J.JSPI.2006.06.036MaRDI QIDQ2370464zbMATH OpenOpenAlexFDO

Authors Han-Ying Liang, Bing-Yi Jing

Publication date 26 June 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.06.036

zbMATH Keywords

Bickel-Rosenblatt test statisticfixed alternativekernel density estimatorlaw of the iterated logarithm

Mathematics Subject Classification ID

Strong limit theorems (60F15) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Non-Markovian processes: hypothesis testing (62M07)

Recommendations

• A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
• On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
• On bootstrapping \(L_2\)-type statistics in density testing
• Goodness-of-fit test for density estimation
• On the optimization of the weighted Bickel--Rosenblatt test

Cites work

• A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
• Calibration of values for testing precise null hypotheses
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Central limit theorems for \(L_ p\) distances of kernel estimators of densities under random censorship
• Central limit theorems for \(L_ p\)-norms of density estimators
• Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions
• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• scientific article; zbMATH DE number 4036922 (Why is no real title available?)
• scientific article; zbMATH DE number 3329342 (Why is no real title available?)
• On \(L_ p\)-norms of multivariate density estimators
• On bootstrapping \(L_2\)-type statistics in density testing
• On some global measures of the deviations of density function estimates
• On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
• On the Bickel-Rosenblatt test for first-order autoregressive models
• On the optimization of the weighted Bickel--Rosenblatt test
• Testing precise hypotheses. With comments and a rejoinder by the authors
• The \(L_1\)-norm density estimator process
• The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator

Cited in

(1)

• An updated review of goodness-of-fit tests for regression models

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