Bandwidth Selection in Nonparametric Kernel Testing
نویسندگان
چکیده
منابع مشابه
Bandwidth Selection in Nonparametric Kernel Testing
We propose a sound approach to bandwidth selection in nonparametric kernel testing. The main idea is to find an Edgeworth expansion of the asymptotic distribution of the test concerned. Due to the involvement of a kernel bandwidth in the leading term of the Edgeworth expansion, we are able to establish closed-form expressions to explicitly represent the leading terms of both the size and power ...
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We propose a sound approach to bandwidth selection in nonparametric kernel testing. The main idea is to find an Edgeworth expansion of the asymptotic distribution of the test concerned. Due to the involvement of a kernel bandwidth in the leading term of the Edgeworth expansion, we are able to establish closed–form expressions to explicitly represent the leading terms of both the size and power ...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2008
ISSN: 0162-1459,1537-274X
DOI: 10.1198/016214508000000968