Two-sample tests based on empirical Hankel transforms
From MaRDI portal
Publication:2516615
Recommendations
- Empirical Hankel transforms and its applications to goodness-of-fit tests
- A test for the two-sample problem based on empirical characteristic functions
- A K-S type test for exponentiality based on empirical Hankel transforms
- A new transformed two-sample \(t\)-test
- Functional two-sample tests based on empirical characteristic functionals
- Tests for the multivariate two-sample problem based on empirical probability measures
- Transformation tests and their asymptotic power in two-sample comparisons
- Two-Sample Tests Based on the Integrated Empirical Process
- Exact nonparametric two-sample homogeneity tests
- Fast tests for the two-sample problem based on the empirical characteristic function
Cites work
- scientific article; zbMATH DE number 5816768 (Why is no real title available?)
- scientific article; zbMATH DE number 986140 (Why is no real title available?)
- scientific article; zbMATH DE number 3755545 (Why is no real title available?)
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- scientific article; zbMATH DE number 1231230 (Why is no real title available?)
- A consistent test for multivariate normality based on the empirical characteristic function
- A distribution free test for the two sample problem for general alternatives
- A homogeneity test based on empirical characteristic functions
- A test for the two-sample problem based on empirical characteristic functions
- A two-sample nonparametric likelihood ratio test
- A unified approach of testing for discrete and continuous Pareto laws
- An omnibus test for the two-sample problem using the empirical characteristic function
- Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
- Central limit theorems revisited
- Empirical Hankel transforms and its applications to goodness-of-fit tests
- Fourier methods for testing multivariate independence
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
- K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
- On statistical transform methods and their efficiency
- Permutation tests for homogeneity based on the empirical characteristic function
- Testing for independence by the empirical characteristic function
- Tests for the multivariatek-sample problem based on the empirical characteristic function
- Tests of non-monotonic stochastic aging notions in reliability theory
- The empirical characteristic function and its applications
Cited in
(12)- Empirical Hankel transforms and its applications to goodness-of-fit tests
- The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
- A unified approach to goodness-of-fit testing for spherical and hyperspherical data
- A two-sample test for the error distribution in nonparametric regression based on the characteristic function
- Testing for equality of distributions using the concept of (niche) overlap
- Testing the equality of a large number of populations
- A K-S type test for exponentiality based on empirical Hankel transforms
- A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
- A test for the equality of monotone transformations of two random variables
- Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing
- A goodness-of-fit test for the compound Poisson exponential model
- A class of tests for the two-sample problem for count data
This page was built for publication: Two-sample tests based on empirical Hankel transforms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2516615)
