An omnibus test for the two-sample problem using the empirical characteristic function

DOI10.1080/00949658608810963zbMath0609.62064OpenAlexW2005267105MaRDI QIDQ3749937

Kenneth J. Singleton, T. W. Epps

Publication date: 1986

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658608810963

zbMATH Keywords

powerempirical characteristic functionKolmogorov-Smirnov testomnibus teststwo-sample problemAnderson-Darling testCramér-von Mises test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

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Cites Work

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• Limit behaviour of the empirical characteristic function
• Weak convergence of the empirical characteristic function
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• An Improved Version of the Quandt-Ramsey MGF Estimator for Mixtures of Normal Distributions and Switching Regressions
• Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
• Distribution of the Two-Sample Cramer-Von Mises Criterion for Small Equal Samples
• Small-Sample Distributions of the Two-sample Cramer-Von Mises' $W^2$ and Watson's $U^2$
• A Kolmogorov Goodness-of-Fit Test for Discontinuous Distributions
• A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES¹
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• A test for normality based on the empirical characteristic function
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