A homogeneity test for bivariate random variables (Q964666)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A homogeneity test for bivariate random variables |
scientific article |
Statements
A homogeneity test for bivariate random variables (English)
0 references
22 April 2010
0 references
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.
0 references
empirical characteristic function
0 references
bootstrap
0 references
two-sample test of homogeneity
0 references