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Displaying similar documents to “On the small sample properties of variants of Mardia’s and Srivastava’s kurtosis-based tests for multivariate normality”

On the role played by the fixed bandwidth in the Bickel-Rosenblatt goodness-of-fit test.

Carlos Tenreiro (2005)

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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...