Ukrainian Mathematical Journal

, Volume 62, Issue 4, pp 588–611 | Cite as

On a measure of integral square deviation with generalized weight for the Rosenblatt–Parzen probability density estimator

  • E. Nadaraya
  • P. Babilua
  • G. Sokhadze

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.


Limit Distribution Limit Power Generalize Weight Difference Martingale Density Function Estimate 
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Copyright information

© Springer Science+Business Media, Inc. 2010

Authors and Affiliations

  • E. Nadaraya
    • 1
  • P. Babilua
    • 1
  • G. Sokhadze
    • 2
  1. 1.Tbilisi State UniversityTbilisiGeorgia
  2. 2.Tsereteli Kutaisi State UniversityKutaisiGeorgia

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