Tests and asymptotic normality for mixed bivariate measure

Rachid Sabre

Statistica, 2010, vol. 70, issue 2, 115-136

Abstract: Consider a pair of random variables whose joint probability measure is the sum of an absolutely continuous measure, a discrete measure and a finite number of absolutely continuous measures on some lines called jum lines. The central limit theorem of the densities estimates is studied and its rate of convergence is given. A statistical test is developed to locate the jump points. An application on real data was conducted.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:70:y:2010:i:2:p:115-136

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