A homogeneity test for bivariate random variables (Q964666): Difference between revisions
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Revision as of 02:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A homogeneity test for bivariate random variables |
scientific article |
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A homogeneity test for bivariate random variables (English)
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22 April 2010
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A test is proposed for the homogeneity of two samples of bivariate observations, based on the \(L_2\) distance between the empirical characteristic functions of these samples. Two approaches to numerical calculation of the \(L_2\) distance are discussed: the Powell-Sabin quadratic triangular splines interpolation and the picewise quadratic Taylor expansion. Two bootstrap procedures are compared via simulations for the test critical point evaluation.
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empirical characteristic function
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bootstrap
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two-sample test of homogeneity
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