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On the role played by the fixed bandwidth in the Bickel-Rosenblatt goodness-of-fit test
goodness-of-fit test kernel density estimator Bahadur efficiency
2009/2/23
For the Bickel-Rosenblatt goodness-of-fit test with fixed bandwidth studied by Fan (1998) we derive its Bahadur exact slopes in a neighbourhood of a simple hypothesis f =f0 and we use them to get a be...