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The power of goodness of fit tests for close alternatives

✍ Scribed by B. Yu. Lemeshko; S. B. Lemeshko; S. N. Postovalov


Publisher
Springer US
Year
2007
Tongue
English
Weight
176 KB
Volume
50
Category
Article
ISSN
0543-1972

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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