Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/61732
Authors: 
Läuter, Henning
Nikulin, Michail
Year of Publication: 
1999
Series/Report no.: 
Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1999,14
Abstract: 
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.
Subjects: 
maximum likelihood estimator
local alternative
asymptotic power
Chi-squared test
Goodness-of-fit test
Density
kernel estimators
Pitman alternative
sharp peak alternative
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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