Asymptotic properties of some goodness-of-fit tests based on theL1-norm
β Scribed by Sigeo Aki; Nobuhisa Kashiwagi
- Publisher
- Springer Japan
- Year
- 1989
- Tongue
- English
- Weight
- 419 KB
- Volume
- 41
- Category
- Article
- ISSN
- 0020-3157
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π SIMILAR VOLUMES
If (X i , i # Z) is a strictly stationary process with marginal density function f, we are interested in testing the hypothesis H 0 : [ f =f 0 ], where f 0 is given. We consider different test statistics based on integrated quadratic forms measuring the proximity between f n , a kernel estimator of
## Abstract Independent samples are taken from __C__ multivariate populations with continuous but unknown cumulative distribution function c.d.f.). The problem is to test the hypothesis that the __C__ population c.d.f's are identical to a specified c.d.f. We approach this problem by first transform