On automatic kernel density estimate-based tests for goodness-of-fit
C. Tenreiro
Although estimation and testing are different statistical problems, if we want to use a test statistic based on the Parzen-Rosenblatt estimator to test the hypothesis that the underlying density function $f$ is a member of a location-scale family of probability density functions, it may be found reasonable to choose the smoothing parameter in such a way that the kernel density estimator is an effective estimator of $f$ irrespective of which of the null or the alternative hypothesis is true. In this work we address this question by considering the well-known Bickel-Rosenblatt test statistics which are based on the quadratic distance between the nonparametric kernel estimator and two parametric estimators of $f$ under the null hypothesis.
Keywords: Kernel density estimator; Goodness-of-fit tests; Bickel-Rosenblatt tests; Bandwidth selection.
Scheduled
Invited Session Recent advances in goodness-of-fit and k-sample tests
June 10, 2022 10:10 AM
A13
Other papers in the same session
M. V. Alba Fernández, M. D. Jiménez Gamero
A. M. Franco Pereira, M. C. Pardo Llorente, C. T. Nakas
Latest news
-
6/8/22
Visit Alhambra
Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
-
5/31/22
YouTube Channel
The menu label is already on the web from where you can see the live broadcasts: inauguration, plenary sessions, round tables,... Don't forget to enter the YouTube channel and subscribe!!!!
-
5/27/22
Gala Dinner
It opens the possibility that anyone who is registered for the conference, and wants non-registered companions to attend the gala dinner, can do so by paying the price of this dinner (80 euros VAT included). This payment must be made before June 1 (inclusive). To do this, contact with [email protected]
-
5/23/22
IMPORTANT WARNING
To access the Alhambra on the visit on Thursday 9, it is obligatory to present the identification document whose reference was sent to the organization (eurocongress)
-
5/16/22
Social Events
All social events are included with the payment of the corresponding registration.
