Abstract
he LP-norm and other functionals of the kernel estimate of density functions las functions of the bandwidth) are studied as means to test singularity. Given an absolutely continuous distribution function, the LP-norm, and the other studied functionals, will converge under some mild side-constraints as the bandwidth decreases. In the singular case, the functionals will diverge. These properties may be used tc, test whether data comes from an arbitrarily large class of absolutely continuous distributions or not.
Original language | English |
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Pages (from-to) | 215-226 |
Journal | Statistics and Probability Letters |
Volume | 40 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1998 |
Subject classification (UKÄ)
- Probability Theory and Statistics
Free keywords
- singularity
- absolute continuity
- Kernel density estimation