کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1148715 | 957848 | 2007 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
Location-scale invariant Bickel-Rosenblatt goodness-of-fit tests (IBR tests) are considered in this paper to test the hypothesis that f, the common density function of the observed independent d-dimensional random vectors, belongs to a null location-scale family of density functions. The asymptotic behaviour of the test procedures for fixed and non-fixed bandwidths is studied by using an unifying approach. We establish the limiting null distribution of the test statistics, the consistency of the associated tests and we derive its asymptotic power against sequences of local alternatives. These results show the asymptotic superiority, for fixed and local alternatives, of IBR tests with fixed bandwidth over IBR tests with non-fixed bandwidth.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 1, 1 January 2007, Pages 103-116
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 1, 1 January 2007, Pages 103-116
نویسندگان
Carlos Tenreiro,