On bootstrapping L2 -type statistics in density testing
Date
2000Source
Statistics and Probability LettersVolume
50Issue
2Pages
137-147Google Scholar check
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We consider non-parametric tests for checking parametric hypotheses about the stationary density of weakly dependent observations. The test statistic is based on the L2-distance between a non-parametric and a smoothed version of a parametric estimate of the stationary density. Since this statistic behaves asymptotically as in the case of independent observations an i.i.d.-type bootstrap to determine the critical value for the test is proposed. © 2000 Elsevier Science B.V.