On the asymptotic normality of the L1‐ and L2‐errors in histogram density estimation

By Jan Beirlant, László Györfi, Gábor Lugosi. 1994

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Citations in the corpus

• A Kernel Test of Goodness of Fit (2016, methodology): “A first strategy is to partition the space, and to conduct the test on a histogram estimate of the distribution (Barron, 1989; Beirlant et al., 1994; Györfi & van der Meulen, 1990; Györfi & Vajda, 2002).”
• Consistent Nonparametric Tests of Independence (2010, methodology): “Previous multivariate hypothesis tests in this framework, using the L1 divergence measure, include homogeneity tests (to determine whether two random variables have the same distribution), by Biau and Györfi (2005); and goodness-of-fit tests (for whether a random variable has a particular distributi”
• On the asymptotic properties of a nonparametric L/sub 1/-test statistic of homogeneity (2005, methodology): “The asymptotic normality of this statistic in case μ has a density was discussed in Beirlant, Györfi and Lugosi [4].”