Local Power Properties of Kernel Based G
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Christian Gouriéroux; Carlos Tenreiro
📂
Article
📅
2001
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Elsevier Science
🌐
English
⚖ 296 KB
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