A homogeneity test based on empirical characteristic functions
type: Item
instance of: scholarly article
title: A homogeneity test based on empirical characteristic functions
zbMATH Open document ID: 1007.62041
author: Yanyan Li
published in: Computational Statistics
publication date: 2003-03-09T00:00:00Z
review text: A two-sample test for homogeneity is described which is based on the statistics \[ D_T=\sqrt{\int_R|c_n(t)-c_m(t)|^2dt}, \] where \(c_n\) and \(c_m\) are the empirical characteristic functions of the first and the second samples. A method of numerical integration is proposed for the calculation of \(D_T\) by data. A bootstrap procedure is used for the estimation of the critical level of the test. Consistency of the test is demonstrated and its asymptotic power is evaluated. Results of simulations for the normal distribution are presented. It is shown that the described test can be more powerful than the Kolmogorov-Smirnov test on Lehmann type nonparametric alternatives.
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 65D30
Mathematics Subject Classification ID: 60E10
zbMATH DE Number: 1878612
zbMATH Keywords: Hermit spline interpolation
zbMATH Keywords: bootstrap
zbMATH Keywords: test of homogeneity
zbMATH Keywords: two sample test
MaRDI profile type: Publication
full work available at URL: s001800100064
OpenAlex ID: W1996484002
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DOI: 10.1007/S001800100064
description: scientific article; zbMATH DE number 1878612