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The smoothness test for a density function

Abstract

The problem of testing hypothesis that a density function has no more than μ derivatives versus it has more than μ derivatives is considered. For a solution, the L2 norms of wavelet orthogonal projections on some orthogonal ‘‘differences’’ of spaces from a multiresolution analysis is used. For the construction of the smoothness test an asymptotic distribution of a smoothness estimator is used. To analyze that asymptotic distribution, a new technique of enrichment procedure is proposed. The finite sample behavior of the smoothness test is demonstrated in a numerical experiment in case of determination if a density function is continuous or discontinuous.

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Authors (3)

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Details

Category:
Articles
Type:
artykuł w czasopiśmie wyróżnionym w JCR
Published in:
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS no. 104, pages 21 - 39,
ISSN: 0362-546X
Language:
English
Publication year:
2014
Bibliographic description:
Ćmiel B., Dziedziul K., Wolnik B.: The smoothness test for a density function// NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS. -Vol. 104, (2014), s.21-39
DOI:
Digital Object Identifier (open in new tab) 10.1016/j.na.2014.03.004
Verified by:
Gdańsk University of Technology

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