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Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation

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  • Berrahou, Noureddine

Abstract

The goal of this paper is to provide large deviations limit theorems for statistics, based on the delta-sequence density estimation and designed to symmetry testing of distribution. A general result is stated for any regular delta-sequence and a discussion of hypotheses for the most usual methods is given. The estimation is based upon sequences of independent and identically distributed random variables.

Suggested Citation

  • Berrahou, Noureddine, 2008. "Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation," Statistics & Probability Letters, Elsevier, vol. 78(3), pages 238-248, February.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:3:p:238-248
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    References listed on IDEAS

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    1. Osmoukhina, Anna V., 2001. "Large deviations probabilities for a test of symmetry based on kernel density estimator," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 363-371, October.
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