On the asymptotlc normality for l2-error of wavelei density estimator with application
Shuanglin Zhang, Zhongguo Zheng · Communication in Statistics- Theory and Methods · 1999
The l2 error of linear wavelet estimator of a density from a random sample is shown to be asymptotically normal without imposing smoothing conditions on the density. As an application, the goodness-of-fit test and the approximation of its power for closeness alternatives are considered.