On the Walverton-Wagner Estimate of a Distribution Density

Author: Elizbar Nadaraya
Co-authors: Petre Babilua
Keywords: Distribution density, goodness-of-fit test, power, consistency, limit distribution
Annotation:

A goodness-of-fit test is constructed by using a WolvertonWagner distribution density estimate. The question as to its consistency is studied. The power asymptotics of the constructed goodness-of-fit test is also studied for certain types of close alternatives and it is compared with other known tests.