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Large deviations probabilities for a test of symmetry based on kernel density estimator

โœ Scribed by Anna V. Osmoukhina

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
100 KB
Volume
54
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

The goal is to prove large deviations limit theorems for statistics, which are based on kernel density estimator and which are designed for symmetry testing. The formulas for the rate functions of the pointwise di erence and the uniform norm of the di erence are expressed in terms of the underlying density function and their asymptotics are found.

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