Goodness-of-fit test for density estimation

被引：2

作者：

Kim, C ^{[1
]}

Hong, C ^{[1
]}

Jeong, M ^{[1
]}

Yang, M ^{[1
]}

机构：

[1] PUSAN NATL UNIV, DEPT STAT, PUSAN 609735, SOUTH KOREA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1997年 / 26卷 / 11期

关键词：

bandwidth; Kernel estimation; Martingale; mean integrated error;

D O I：

10.1080/03610929708832074

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is often necessary to test whether X-1,...,X-n are from a certain density f(x) or not. Most test statistics such as the Kolmogorov-Smirnov, Cramer-von Mises, and Anderson-Darling statistics are based on the empirical distribution function (F) over cap(x). In this paper we suggest a test statistic based on the integrated squared error of the kernel density estimator. We derive the asymptotic distribution of the statistic under the null and alternative hypothesis. Some simulation results for power comparisons are also given.

引用

页码：2725 / 2741

页数：17

共 9 条

[1] SOME GLOBAL MEASURES OF DEVIATIONS OF DENSITY-FUNCTION ESTIMATES [J].