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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


 English version:
Theory of Probability and its Applications, 2025, 70:2, 323–330


© Steklov Math. Inst. of RAS, 2025