P. Babilua, E. A. Nadaraya, “On one homogeneity test based on quadratic deviations between kernel estimators of a distribution density in <nobr>$p\geq 2$</nobr> independent samples”, Teor. Veroyatnost. i Primenen., 2018, Volume 63, Issue 4,Pages <nobr>654

On one homogeneity test based on quadratic deviations between kernel estimators of a distribution density in $p\geq 2$ independent samples

P. Babilua, E. A. Nadaraya

Tbilisi Ivane Javakhishvili State University

Abstract: A homogeneity test is constructed based on kernel-type estimators of a distribution density. The limit power of the test thus constructed is found for Pitman-type close alternatives.

Keywords: homogeneity hypothesis, test power, kernel estimator of density, limit theorem, Brownian bridges.

Received: 08.09.2017
Revised: 17.04.2018
Accepted: 26.04.2018

DOI: 10.4213/tvp5164