On the optimization of the weighted Bickel-Rosenblatt test
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References listed on IDEAS
- repec:adr:anecst:y:1996:i:43:p:06 is not listed on IDEAS
- Fan, Yanqin, 1994. "Testing the Goodness of Fit of a Parametric Density Function by Kernel Method," Econometric Theory, Cambridge University Press, vol. 10(02), pages 316-356, June.
- Jenkins, Stephen P., 1995. "Did the middle class shrink during the 1980s? UK evidence from kernel density estimates," Economics Letters, Elsevier, vol. 49(4), pages 407-413, October.
- Hall, Peter, 1984. "Central limit theorem for integrated square error of multivariate nonparametric density estimators," Journal of Multivariate Analysis, Elsevier, vol. 14(1), pages 1-16, February.
More about this item
KeywordsGoodness-of-fit tests Kernel density estimator Weighted L2-norm Pitman's efficiency;
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