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
β¦ LIBER β¦
Kernels, Degrees of Freedom, and Power Properties of Quadratic Distance Goodness-of-Fit Tests
β Scribed by Lindsay, Bruce G.; Markatou, Marianthi; Ray, Surajit
- Book ID
- 124072261
- Publisher
- American Statistical Association
- Year
- 2014
- Tongue
- English
- Weight
- 493 KB
- Volume
- 109
- Category
- Article
- ISSN
- 0162-1459
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