Tests d'ajustement à une densité fondés sur un estimateur non paramétrique à noyau pour des observations dépendantes

Carlos Tenreiro

Annals of Economics and Statistics, 1996, issue 43, 129-148

Abstract: The aim of this paper is to present goodness-of-fit tests of a specified density function, based on a quadratic measure of deviation of a nonparametric kernel estimator. The results presented here, considering degenerate U-statistics technics, are generalisations, to the multidimensional case in a context of asymptotic independence, of the corresponding ones obtained by Bickel and Rosenblatt [1973]. A simulation is also proposed.

Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:adr:anecst:y:1996:i:43:p:129-148

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