๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Some asymptotics for multimodality tests based on kernel density estimates

โœ Scribed by E. Mammen; J. S. Marron; N. I. Fisher

Publisher
Springer
Year
1992
Tongue
English
Weight
742 KB
Volume
91
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Multisample tests for scale based on ker
Multisample tests for scale based on kernel density estimation
โœ Takamasa Mizushima ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 120 KB

We propose test statistics based on kernel density estimation for testing the equality of scale parameters. The statistics are compared with other statistics with respect to the asymptotic relative e ciency. The statistics are more e cient than the c-sample analogs of the two-sample Mood test and th

Large deviations probabilities for a tes
Large deviations probabilities for a test of symmetry based on kernel density estimator
โœ Anna V. Osmoukhina ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 100 KB

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

On the asymptotic mean integrated square
On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
โœ Jan Mielniczuk ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 357 KB

Hall and Hart (1990) proved that the mean integrated squared error (MISE) of a marginal kernel density estimator from an infinite moving average process X1, )(2 .... may be decomposed into the sum of MISE of the same kernel estimator for a random sample of the same size and a term proportional to th