The two-sample problem in $\Bbb R\sp m$ and measure-valued martingales
From MaRDI portal
Publication:5365688
DOI10.1214/lnms/1215090082zbMath1373.62191OpenAlexW1519282324MaRDI QIDQ5365688
John H. J. Einmahl, Estate V. Khmaladze
Publication date: 9 October 2017
Published in: State of the art in probability and statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.lnms/1215090082
Related Items (12)
Distribution-free testing in linear and parametric regression ⋮ Introduction to Stochastic Geometry ⋮ Goodness-of-fit testing for copulas: a distribution-free approach ⋮ Note on distribution free testing for discrete distributions ⋮ Set Reconstruction by Voronoi Cells ⋮ A central limit theorem for the Poisson-Voronoi approximation ⋮ Unitary transformations, empirical processes and distribution free testing ⋮ On the multivariate runs test ⋮ Empirical likelihood tests for two-sample problems via nonparametric density estimation ⋮ Poisson-Voronoi approximation ⋮ Unnamed Item ⋮ Optimal tests for the general two-sample problem
This page was built for publication: The two-sample problem in $\Bbb R\sp m$ and measure-valued martingales