Permutation tests for homogeneity based on the empirical characteristic function

DOI10.1080/10485250500039494zbMath1065.62084OpenAlexW2160249592MaRDI QIDQ5460698

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Publication date: 18 July 2005

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

Full work available at URL: https://doi.org/10.1080/10485250500039494

zbMATH Keywords

empirical characteristic functionnonparametric testtwo-sample problem

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (19)

Fourier methods for analyzing piecewise constant volatilities ⋮ Unnamed Item ⋮ On one test of homogeneity ⋮ Empirical likelihood test for equality of two distributions using distance of characteristic functions ⋮ The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications ⋮ A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families ⋮ Nonparametric probability weighted empirical characteristic function and applications ⋮ Tests for the multivariatek-sample problem based on the empirical characteristic function ⋮ On the estimation of the characteristic function in finite populations with applications ⋮ A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function ⋮ Fast tests for the two-sample problem based on the empirical characteristic function ⋮ A class of tests for the two-sample problem for count data ⋮ A two-sample test for the error distribution in nonparametric regression based on the characteristic function ⋮ Change point analysis based on empirical characteristic functions ⋮ On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence ⋮ Two-sample tests based on empirical Hankel transforms ⋮ Fourier methods for testing multivariate independence ⋮ Inferential procedures based on the integrated empirical characteristic function ⋮ Testing equality of functions under monotonicity constraints

Cites Work

• A new approach to the BHEP tests for multivariate normality
• Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
• Bootstrap tests for robust means of asymmetric distributions with unequal shapes.
• A homogeneity test based on empirical characteristic functions
• Weak convergence and empirical processes. With applications to statistics
• An omnibus test for the two-sample problem using the empirical characteristic function
• GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION
• Selected Topics in Characteristic Functions
• Testing for stability based on the empirical characteristic funstion with applications to financial data

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