A two-sample nonparametric likelihood ratio test

DOI10.1080/10485250903486078zbMath1294.62097MaRDI QIDQ3068120

Patrick Marsh

Publication date: 13 January 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250903486078

zbMATH Keywords

two sample tests; nonparametric likelihood ratio; series density estimator

Mathematics Subject Classification ID

62G07: Density estimation

62G10: Nonparametric hypothesis testing

Related Items

Two-sample tests based on empirical Hankel transforms

Cites Work

• Goodness of fit tests via exponential series density estimation
• Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
• Approximation of density functions by sequences of exponential families
• Estimation of distributions using orthogonal expansions
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• Goodness of Fit via Non-parametric Likelihood Ratios
• K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
• On the Distribution of the Two-Sample Cramer-von Mises Criterion
• A Criterion for Testing the Hypothesis that Two Samples are from the Same Population
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests