On the Square-Integrable Measure of the Divergence of Two Nuclear Estimations of the Bernoulli Regression Functions

We establish the limit distribution of the square-integrable deviation of two nonparametric nuclear-type estimations for the Bernoulli regression functions. A criterion is proposed for the verification of the hypothesis of equality of two Bernoulli regression functions. We study the problem of verif...

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Bibliographic Details
Date:2015
Main Authors: Babilua, P., Nadaraya, E., Sokhadze, G. A., Бабилуа, П. К., Надарая, Э. А., Сохадзе, Г. А.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 2015
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/1959
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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Summary:We establish the limit distribution of the square-integrable deviation of two nonparametric nuclear-type estimations for the Bernoulli regression functions. A criterion is proposed for the verification of the hypothesis of equality of two Bernoulli regression functions. We study the problem of verification and, for some “close” alternatives, investigate the asymptotics of the power.