Fast tests for the two-sample problem based on the empirical characteristic function
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Cites work
- scientific article; zbMATH DE number 997340 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A homogeneity test based on empirical characteristic functions
- A test for the two-sample problem based on empirical characteristic functions
- Central limit theorems revisited
- Checking the adequacy of the multivariate semiparametric location shift model
- Comparison of specification tests for GARCH models
- Computing the distribution of quadratic forms in normal variables
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
- Fast goodness-of-fit tests based on the characteristic function
- Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap
- Limit behaviour of the empirical characteristic function
- Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
- Permutation tests for homogeneity based on the empirical characteristic function
- Tests for the multivariatek-sample problem based on the empirical characteristic function
- Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
Cited in
(18)- An omnibus test for the two-sample problem using the empirical characteristic function
- A consistent statistical test based on bivariate random samples
- A two-sample test for the error distribution in nonparametric regression based on the characteristic function
- Testing the equality of a large number of populations
- A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
- Two-sample tests based on empirical Hankel transforms
- Two-sample smooth test for the equality of distributions for dependent data and its bootstrap consistency
- Approximating the null distribution of a class of statistics for testing independence
- Weighted bootstrap for two-sample \(U\)-statistics
- FastMMD: Ensemble of Circular Discrepancy for Efficient Two-Sample Test
- Change-point methods for multivariate time-series: paired vectorial observations
- Properties and approximate p-value calculation of the Cramer test
- A class of tests for the two-sample problem for count data
- A weighted bootstrap approximation for comparing the error distributions in nonparametric regression
- The \(\mathrm{k}\)-sample problem using gini covariance for large \(\mathrm{k}\)
- A test for the two-sample problem based on empirical characteristic functions
- Computationally efficient approximations for independence tests in non-parametric regression
- Homogeneity of marginal distributions for a large number of populations
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