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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Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 62, No. 4, pp. 514–535, April, 2010.
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Nadaraya, E., Babilua, P. & Sokhadze, G. On a measure of integral square deviation with generalized weight for the Rosenblatt–Parzen probability density estimator. Ukr Math J 62, 588–611 (2010). https://doi.org/10.1007/s11253-010-0374-y
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DOI: https://doi.org/10.1007/s11253-010-0374-y