A test for singularity

Attila Frigyesi, Ola Hössjer

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)215-226
JournalStatistics and Probability Letters
Volume40
Issue number3
DOIs
Publication statusPublished - 1998

Subject classification (UKÄ)

  • Probability Theory and Statistics

Free keywords

  • singularity
  • absolute continuity
  • Kernel density estimation

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