On a measure of integral square deviation with generalized weight for the Rosenblatt–Parzen probability density estimator

• Date: 2010
• Main Authors: Babilua, P., Nadaraya, E., Sokhadze, G. A., Бабілуа, П. К., Надарая, Е. А., Сохадзе, Г. А.
• Format: Article
• Language: English
• Published: Institute of Mathematics, NAS of Ukraine 2010
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/2885
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

The limit distribution of an integral square deviation with weight in the form of “delta”-functions for the Rosenblatt–Parzen probability density estimator is determined. In addition, the limit power of the goodness-of-fit test constructed by using this deviation is investigated.