On a measure of integral square deviation with generalized weight for the Rosenblatt–Parzen probability density estimator
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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.
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- 6.A. N. Shiryaev, Probability [in Russian], Nauka, Moscow (1989).Google Scholar