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JOURNALS
// Teoriya Veroyatnostei i ee Primeneniya
// Archive
Teor. Veroyatnost. i Primenen.,
2025
Volume 70,
Issue 2,
Pages
392–403
(Mi tvp5716)
Short Communications
On deviations between Chentsov type estimators of a distribution density in
$p\geqslant 2$
independent samples
P. K. Babilua
,
È. A. Nadaraya
Tbilisi Ivane Javakhishvili State University
Abstract:
We find the limit distribution of the statistic describing the mutual deviation of projection estimators of the distribution densities in
$p\geq 2$
independent samples. A goodness-of-fit test is also constructed, and examples are given.
Keywords:
limit distribution, Chentsov projection estimator, Brownian bridge, Wiener process, goodness-of-fit test, critical domain.
Received:
26.04.2024
Revised:
07.02.2025
Accepted:
05.03.2025
DOI:
10.4213/tvp5716
Fulltext:
PDF file (421 kB)
First page:
PDF file
References
English version:
Theory of Probability and its Applications, 2025,
70
:2,
323–330
©
Steklov Math. Inst. of RAS
, 2025