Bandwidth Selection in Nonparametric Kernel Testing

Abstract

We propose a sound approach to bandwidth selection in nonparametric kernel testing. The main idea is to find an Edgeworth expansion of the asymptotic distribution of the test concerned. Due to the involvement of a kernel bandwidth in the leading term of the Edgeworth expansion, we are able to establish closed-form expressions to explicitly represent the… (More)

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Cite this paper

@inproceedings{Gao2009BandwidthSI, title={Bandwidth Selection in Nonparametric Kernel Testing}, author={Jiti Gao and Ir{\`e}ne Gijbels}, year={2009} }