Hotelling test for highly correlated data
Peter Bubeliny (2011)
Acta Universitatis Carolinae. Mathematica et Physica
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Peter Bubeliny (2011)
Acta Universitatis Carolinae. Mathematica et Physica
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Khan, Azmeri, Rayner, Glen D. (2003)
Journal of Applied Mathematics and Decision Sciences
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Alfonso García-Pérez (1996)
Kybernetika
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Carlos Tenreiro (2005)
SORT
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For the Bickel-Rosenblatt goodness-of-fit test with fixed bandwidth studied by Fan (1998) we derive its Bahadur exact slopes in a neighbourhood of a simple hypothesis f = f and we use them to get a better understanding on the role played by the smoothing parameter in the detection of departures from the null hypothesis. When f is an univariate normal distribution and we take for kernel the standard normal density function, we compute these slopes for a set of Edgeworth alternatives which...
Rahman, Mezbahur, Pearson, Larry M., Heien, Herbert C. (2006)
Bulletin of the Malaysian Mathematical Sciences Society. Second Series
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Best, D.J., Rayner, J.C.W., Thas, O. (2008)
Journal of Applied Mathematics and Decision Sciences
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Teresa Ledwina (1980)
Banach Center Publications
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