This paper studies the uniform convergence rate of the turncated SNP (semi-nonparametric) density estimator. Using the uniform convergence rate result we obtain, we propose a test statistic testing the equivalence of two unknown densities where two densities are estimated using the SNP estimator and supports of densities are possibly unbounded.
Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities
Paper No. 20-2006