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Tests and asymptotic normality for mixed bivariate measure

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  • Rachid Sabre

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.

Suggested Citation

  • Rachid Sabre, 2010. "Tests and asymptotic normality for mixed bivariate measure," Statistica, Department of Statistics, University of Bologna, vol. 70(2), pages 115-136.
    • Handle: RePEc:bot:rivsta:v:70:y:2010:i:2:p:115-136
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