On a measure of integral square deviation with generalized weight for the Rosenblatt–Parzen probability density estimator
Authors
P. Babilua
E. Nadaraya
G. A. Sokhadze
Iv. Javakhishvili Tbilisi State Univ., Georgia
Abstract
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.
