An omnibus test for the two-sample problem using the empirical characteristic function

DOI10.1080/00949658608810963MaRDI QIDQ3749937zbMATH OpenOpenAlexFDO

Authors T. W. Epps, Kenneth J. Singleton

Publication date 1986

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658608810963

zbMATH Keywords

powerKolmogorov-Smirnov testempirical characteristic functionomnibus teststwo-sample problemAnderson-Darling testCramér-von Mises test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

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Cites work

• scientific article; zbMATH DE number 3436463 (Why is no real title available?)
• scientific article; zbMATH DE number 3228674 (Why is no real title available?)
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• A test for normality based on the empirical characteristic function
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• An Improved Version of the Quandt-Ramsey MGF Estimator for Mixtures of Normal Distributions and Switching Regressions
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• Large-sample results for Kolmogorov-Smirnov statistics for discrete distributions
• Limit behaviour of the empirical characteristic function
• Multivariate empirical characteristic functions
• On the Distribution of the Two-Sample Cramer-von Mises Criterion
• Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
• Small-Sample Distributions of the Two-sample Cramer-Von Mises' $W^2$ and Watson's $U^2$
• Testing for independence by the empirical characteristic function
• Tests for normality in stable laws
• The Kolmogorov-Smirnov, Cramer-von Mises Tests
• The empirical characteristic function and its applications
• The estimation of the parameters of the stable laws
• The integrated squared error estimation of parameters
• The studentized empirical characteristic function and its application to test for the shape of distribution
• Weak convergence of the empirical characteristic function

Cited in

(20)

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• A bootstrap algorithm for the two-sample problem using trigonometric Hermite spline interpolation
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• A homogeneity test based on empirical characteristic functions
• Tests for the multivariatek-sample problem based on the empirical characteristic function
• Testing equality of functions under monotonicity constraints
• Do people exploit their bargaining power! An experimental study
• A Kolmogorov-Smirnov-type test for the two-sample problem with left-truncated data
• A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
• Two-sample tests based on empirical Hankel transforms
• On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data
• Statistical tests for the comparison of two samples: the general alternative
• Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
• Permutation tests for homogeneity based on the empirical characteristic function
• Optimal tests for the general two-sample problem
• Function-based hypothesis testing in censored two-sample location-scale models
• Public disclosure of players' conduct and common resources harvesting: experimental evidence from a Nairobi slum
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