Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Goodenss of Fit Test on Density Estimation

  • Kim, J.T. (Department of Statistics, Taegu University) ;
  • Yoon, Y.H. (Department of Statistics, Taegu University) ;
  • Moon, G.A. (Department of Office Automation, Dong Hae Junior College)
  • Published : 1997.12.01
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Abstract

The objective of this research is to investigate the problem of goodness of fit testing based on nonparametric density estimation with a data-driven smoothing parameter. The small and large smaple properties of the proposed test statistic $Z_{mn}$ are investigated with the minimizer $\widehat{m}$ of the estimated mean integrated squared error by the Diggle and Hall (1986) method.

Keywords

References

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