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Goodness-of-fit Tests Based on the Kernel Density Estimator

✍ Scribed by RICARDO CAO; GÁBOR LUGOSI


Book ID
111008767
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
196 KB
Volume
32
Category
Article
ISSN
0303-6898

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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