On the Finite Sample Behavior of Fixed Bandwidth Bickel–Rosenblatt Test for Univariate and Multivariate Uniformity
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چکیده
منابع مشابه
On the Finite Sample Behavior of Fixed Bandwidth Bickel-Rosenblatt Test for Univariate and Multivariate Uniformity
The Bickel-Rosenblatt (BR) goodness-of-fit test with fixed bandwidth was introduced by Fan in 1998 [Econometric Theory 14, 604–621, 1998]. Although its asymptotic properties have being studied by several authors, little is known about its finite sample performance. Restricting our attention to the test of uniformity in the d-unit cube for d ≥ 1, we present in this paper a description of the fin...
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2007
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610910701418697