This paper considers estimates of multidimensional density functions based on a bounded and bandlimited weight function. The asymptotic behavior of quadratic functions of density function estimates useful in setting up a test of goodness of fit of the density function is determined. A test of independent is also given. The methods use a Poissonization of sample size. The estimates considered are appropriate if interested in estimating density functions or determining local deviations from a given density function.
Publié le : 1975-01-14
Classification:
62G0S,
Multidimensional density estimates,
weight function,
bandwidth quadratic measure,
asymptotic distribution,
test of goodness of fit,
test of independence,
62H30,
65D10
@article{1176342996,
author = {Rosenblatt, M.},
title = {A Quadratic Measure of Deviation of Two-Dimensional Density Estimates and A Test of Independence},
journal = {Ann. Statist.},
volume = {3},
number = {1},
year = {1975},
pages = { 1-14},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342996}
}
Rosenblatt, M. A Quadratic Measure of Deviation of Two-Dimensional Density Estimates and A Test of Independence. Ann. Statist., Tome 3 (1975) no. 1, pp. 1-14. http://gdmltest.u-ga.fr/item/1176342996/