A test for singularity

Attila Frigyesi and Ola Hössjer

Statistics & Probability Letters, 1998, vol. 40, issue 3, 215-226

Abstract: The Lp-norm and other functionals of the kernel estimate of density functions (as functions of the bandwidth) are studied as means to test singularity. Given an absolutely continuous distribution function, the Lp-norm, and the other studied functionals, will converge under some mild side-constraints as the bandwidth decreases. In the singular case, the functionals will diverge. These properties may be used to test whether data comes from an arbitrarily large class of absolutely continuous distributions or not.

Keywords: Singularity; Absolute; continuity; Kernel; density; estimation (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (1)

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