Cramér-von Mises and characteristic function tests for the two and k-sample problems with dependent data
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Publication:435016
DOI10.1016/J.CSDA.2011.12.021zbMATH Open1243.62063OpenAlexW2001651879MaRDI QIDQ435016FDOQ435016
Authors: Jean-François Quessy, François Éthier 
Publication date: 16 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.12.021
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Characteristic functions; other transforms (60E10) Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05)
Cites Work
- Weak convergence and empirical processes. With applications to statistics
- Introduction to empirical processes and semiparametric inference
- A Studentized permutation test for the non-parametric Behrens-Fisher problem
- An introduction to copulas.
- Testing for equality between two copulas
- A test for the two-sample problem based on empirical characteristic functions
- Empirical Processes with Applications to Statistics
- A kolmogorov-smirnov type test for positive quadrant dependence
- Rates of convergence for U-statistic processes and their bootstrapped versions
- A Distribution Free Version of the Smirnov Two Sample Test in the $p$-Variate Case
- Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
- A nonparametric test for similarity of marginals -- with applications to the assessment of population bioequivalence
- Tests of symmetry for bivariate copulas
- Testing for bivariate extreme dependence using Kendall's process
- K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
- Two-sample tests of the equality of two cumulative incidence functions
- A data-adaptive methodology for finding an optimal weighted generalized Mann-Whitney-Wilcoxon statistic
- \(K\)-sample tests based on the likelihood ratio
- An omnibus test for the two-sample problem using the empirical characteristic function
- On the Distribution of the Two-Sample Cramer-von Mises Criterion
- Non-parametric \(k\)-sample tests: density functions vs distribution functions
Cited In (24)
- New two-sample tests based on the integrated empirical copula processes
- Fourier–type tests involving martingale difference processes
- Numerical Analysis of Piterbarg-Tyurin Procedures for Testing Homogeneity and Independence
- Title not available (Why is that?)
- Tests for the multivariatek-sample problem based on the empirical characteristic function
- A two-sample test for the error distribution in nonparametric regression based on the characteristic function
- \(K\)-sample problem using strong approximations of empirical copula processes
- Fast tests for the two-sample problem based on the empirical characteristic function
- Testing semiparametric model-equivalence hypotheses based on the characteristic function
- A nonparametric test for paired data
- Comparing a large number of multivariate distributions
- A two-dimensional Cramér–von Mises test for the two-sample problem with dispersion alternatives
- Nonparametric probability weighted empirical characteristic function and applications
- Two bootstrap strategies for a \(k\)-problem up to location-scale with dependent samples
- Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types
- Change-point methods for multivariate time-series: paired vectorial observations
- Graphical and formal statistical tools for the symmetry of bivariate copulas
- A weighted bootstrap approximation for comparing the error distributions in nonparametric regression
- Computationally efficient approximations for independence tests in non-parametric regression
- Testing for equality between two copulas
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
- Testing identifying assumptions in nonseparable panel data models
- Homogeneity of marginal distributions for a large number of populations
- Testing equality of a large number of densities under mixing conditions
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