Large deviations probabilities for a test of symmetry based on kernel density estimator

被引:8
|
作者
Osmoukhina, AV [1 ]
机构
[1] Univ Maryland Baltimore Cty, Dept Math & Stat, Baltimore, MD 21250 USA
关键词
symmetry testing; large deviations; rate function; kernel density estimation;
D O I
10.1016/S0167-7152(01)00036-0
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The goal is to prove large deviations limit theorems for statistics, which are based on kernel density estimator and which are designed for symmetry testing. The formulas for the rate functions of the pointwise difference and the uniform norm of the difference are expressed in terms of the underlying density function and their asymptotics are found. (C) 2001 Elsevier Science B.V. All rights reserved.
引用
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页码:363 / 371
页数:9
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