Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
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Publication:435016
DOI10.1016/j.csda.2011.12.021zbMath1243.62063OpenAlexW2001651879MaRDI QIDQ435016
François Éthier, Jean-François Quessy
Publication date: 16 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.12.021
Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10)
Related Items (14)
Computationally efficient approximations for independence tests in non-parametric regression ⋮ Two bootstrap strategies for a \(k\)-problem up to location-scale with dependent samples ⋮ Testing equality of a large number of densities under mixing conditions ⋮ Nonparametric probability weighted empirical characteristic function and applications ⋮ A nonparametric test for paired data ⋮ A weighted bootstrap approximation for comparing the error distributions in nonparametric regression ⋮ Change-point methods for multivariate time-series: paired vectorial observations ⋮ Comparing a large number of multivariate distributions ⋮ Fast tests for the two-sample problem based on the empirical characteristic function ⋮ Testing identifying assumptions in nonseparable panel data models ⋮ A two-sample test for the error distribution in nonparametric regression based on the characteristic function ⋮ On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence ⋮ Fourier–type tests involving martingale difference processes ⋮ Graphical and formal statistical tools for the symmetry of bivariate copulas
Uses Software
Cites Work
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