Tests d'ajustement à une densité fondés sur un estimateur non paramétrique à noyau pour des observations dépendantes

The aim of this paper is to present goodness-of-fit tests of a specified density function, based on a quadratic measure of deviation of a nonparametric kernel estimator. The results presented here, considering degenerate U-statistics technics, are generalisations, to the multidimensional case in a context of asymptotic independence, of the corresponding ones obtained by Bickel and Rosenblatt [1973]. A simulation is also proposed.

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Year of publication:	1996
Authors:	TENREIRO, Carlos
Published in:	Annales d'Economie et de Statistique. - École Nationale de la Statistique et de l'Admnistration Économique (ENSAE). - 1996, 43, p. 129-148
Publisher:	École Nationale de la Statistique et de l'Admnistration Économique (ENSAE)

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005065841