Scholion.ai

A Quadratic Measure of Deviation of Two-Dimensional Density Estimates and A Test of Independence

M. Rosenblatt

The Annals of Statistics · 1975 · Volume 3 · Issue 1

DOI: 10.1214/aos/1176342996

Abstract

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.

Keywords

62G0S, 62H30, 65D10, asymptotic distribution, bandwidth quadratic measure, Multidimensional density estimates, test of goodness of fit, test of independence, ‎weight function

Enable JavaScript for citation tools and additional paper interactions.