Test and asymptotic normality for mixed bivariate measure
DOI:
https://doi.org/10.6092/issn.1973-2201/3577Abstract
Consider a pair of random variables whose joint probability measure is the sum of an absolutely continuous measure, a discrete measure and a finite number of absolutely continuous measures on some lines called jum lines. The central limit theorem of the densities estimates is studied and its rate of convergence is given. A statistical test is developed to locate the jump points. An application on real data was conducted.References
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