Abstract
In the paper, the limit distribution is established for an integral mean-square deviation of a nonparametric generalized kernel-type estimate of the Bernoulli regression function. A test criterion is constructed for the hypothesis on the Bernoulli regression function. The question of consistency is considered, and for some close alternatives the asymptotics of test power behavior is investigated.
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Babilua, P.K., Nadaraya, E.A. (2020). On Nonparametric Kernel-Type Estimate of the Bernoulli Regression Function. In: Jaiani, G., Natroshvili, D. (eds) Applications of Mathematics and Informatics in Natural Sciences and Engineering. AMINSE 2019. Springer Proceedings in Mathematics & Statistics, vol 334. Springer, Cham. https://doi.org/10.1007/978-3-030-56356-1_2
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DOI: https://doi.org/10.1007/978-3-030-56356-1_2
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