Claeskens, Gerda; Hjort, Nils Lid - In: Scandinavian Journal of Statistics 31 (2004) 4, pp. 487-513
To test if a density "f" is equal to a specified "f"<sub>0</sub>, one knows by the Neyman-Pearson lemma the form of the optimal test at a specified alternative "f"<sub>1</sub>. Any non-parametric density estimation scheme allows an estimate of "f". This leads to estimated likelihood ratios. Properties are studied of...
