A test for equality of two distributions via jackknife empirical likelihood and characteristic functions
DOI10.1016/J.CSDA.2015.06.004zbMATH Open1468.62126OpenAlexW2176605203MaRDI QIDQ1663149FDOQ1663149
Xiaochao Xia, Wang Zhou, Zhi Liu
Publication date: 21 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2015.06.004
characteristic functiontwo-sample testjackknife empirical likelihoodequality of distributionsnormal limit
Computational methods for problems pertaining to statistics (62-08) Hypothesis testing in multivariate analysis (62H15)
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Cited In (11)
- Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data
- A two-sample test for the equality of univariate marginal distributions for high-dimensional data
- Measuring and testing homogeneity of distributions by characteristic distance
- Two-sample nonparametric test for proportional reversed hazards
- Jackknife empirical likelihood methods for gini correlations and their equality testing
- Balanced augmented empirical likelihood for regression models
- Testing equality of several distributions in separable metric spaces: a maximum mean discrepancy based approach
- Empirical likelihood test for equality of two distributions using distance of characteristic functions
- The quantile-based empirical likelihood for the difference of quantiles
- Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations
- Nonparametric conditional mean testing via an extreme-type statistic in high dimension
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