Tests and asymptotic normality for mixed bivariate measure

Consider a pair of random variables whose joint probability measure is the sum of an absolutely continuous measure, a discrete measure and a finite number of absolutely continuous measures on some lines called jum lines. The central limit theorem of the densities estimates is studied and its rate of convergence is given. A statistical test is developed to locate the jump points. An application on real data was conducted.

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Year of publication:	2010
Authors:	Sabre, Rachid
Published in:	Statistica. - Dipartimento di Scienze Statistiche "Paolo Fortunati", ISSN 0390-590X. - Vol. 70.2010, 2, p. 115-136
Publisher:	Dipartimento di Scienze Statistiche "Paolo Fortunati"

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009206300