Two-Sample Tests Based on the Integrated Empirical Process

DOI10.1081/STA-120022708zbMath1184.62068MaRDI QIDQ4414361

Norbert Henze, Yakov Yu. Nikitin

Publication date: 24 July 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E10: Characterization and structure theory of statistical distributions

Related Items

Some asymptotic results for the integrated empirical process with applications to statistical tests, Weighted bootstrapped kernel density estimators in two-sample problems, Rank Test of Location Optimal for Hyperbolic Secant Distribution, Empirical likelihood tests for two-sample problems via nonparametric density estimation, Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes, Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives, Some applications of the strong approximation of the integrated empirical copula processes, \(K\)-sample problem using strong approximations of empirical copula processes, New two-sample tests based on the integrated empirical copula processes

Cites Work

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