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The optimal bandwidth of the d-dimensional kernel estimator of a density is well known to have order n-1/(4+d. In this note, the multivariate distribution function F(x) is estimated by integrating a kernel estimator of its density. The asymptotic optimal bandwidth of the d-dimensional kernel...
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This paper investigates a new test for normality that is easy for biomedical researchers to understand and easy to implement in all dimensions. In terms of power comparison against a broad range of alternatives, the new test outperforms the best known competitors in the literature as...
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Many statistical problems can be reformulated in terms of tests of uniformity. Some strong laws of large numbers and a central limit theorem for the logarithm of transformed spacings are obtained. These theorems provide a characterization of the uniform distribution. A general information-type...
Persistent link: https://www.econbiz.de/10005223862
This paper introduces a new characterization of multivariate normality of a random vector based on univariate normality of linear combinations of its components.
Persistent link: https://www.econbiz.de/10008861540