Arbeitspapier
Parametric versus nonparametric goodness of fit: Another view
We consider chi-squared type tests for testing the hypothesis H 0 that a density f of observations X1,..., Xn lies in a parametric class of densities F. We consider a version of chi-squared type test using kernel estimates for the density. The main result is, following Liero, Läuter and Konakov (1998) the derivation of the asymptotic behavior of the power of the test under Pitman and sharp peak type alternatives. The connection of the rate of convergence of these local alternatives, the bandwidth of the kernel estimator, the parametric estimator, the power of the test are studied.
- Sprache
-
Englisch
- Erschienen in
-
Series: SFB 373 Discussion Paper ; No. 1999,14
- Klassifikation
-
Wirtschaft
- Thema
-
maximum likelihood estimator
local alternative
asymptotic power
Chi-squared test
Goodness-of-fit test
Density
kernel estimators
Pitman alternative
sharp peak alternative
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Läuter, Henning
Nikulin, Michail
- Ereignis
-
Veröffentlichung
- (wer)
-
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (wo)
-
Berlin
- (wann)
-
1999
- Handle
- URN
-
urn:nbn:de:kobv:11-10056085
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Läuter, Henning
- Nikulin, Michail
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Entstanden
- 1999
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