Non-parametric k-sample tests: density functions vs distribution functions
DOI10.1016/J.CSDA.2009.02.009zbMATH Open1453.62152OpenAlexW2060655242MaRDI QIDQ961789FDOQ961789
Authors: Pablo Martínez-Camblor, Jacobo de Uña-Alvarez
Publication date: 1 April 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2009.02.009
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Cites Work
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- On Estimation of a Probability Density Function and Mode
- On smoothing and the bootstrap
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- The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit
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- Nonparametric Versus Parametric Goodness of Fit
- K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
- \(k\)-sample test based on the common area of kernel density estimators
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- On \(L_ p\)-norms of multivariate density estimators
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- Empirical likelihood tests for two-sample problems via nonparametric density estimation
- Nonparametric testing the similarity of two unknown density functions: local power and bootstrap analysis
- Large deviations for the \(L_1\)-distance in kernel density estimation
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- Title not available (Why is that?)
- A general and fast convergent bandwidth selection method of kernel estimator
Cited In (23)
- Repeated measures analysis for functional data
- Searching for a common pooling pattern among several samples
- Nonparametric \(k\)-sample test based on kernel density estimator for paired design
- Empirical likelihood test for diagonal symmetry
- Bayesian nonparametric \(k\)-sample tests for censored and uncensored data
- A two-sample test for the equality of univariate marginal distributions for high-dimensional data
- Testing the equality of a large number of populations
- \(k\)-sample test based on the common area of kernel density estimators
- Asymptotic normality of Gini correlation in high dimension with applications to the \(K\)-sample problem
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
- Minimax nonparametric multi-sample test under smoothing
- Testing for an ignorable sampling bias under random double truncation
- Studying the bandwidth in \(k\)-sample smooth tests
- Nonparametric homogeneity test based on ridit reliability functional
- A nonparametric test of stationarity for independent data
- Two bootstrap strategies for a \(k\)-problem up to location-scale with dependent samples
- Testing the equality among distribution functions from independent and right censored samples via Cramér–von Mises criterion
- Combination of distribution-free tests for the general two-sample problem with application to the social sciences
- Comparing \(k\)-independent and right censored samples based on the likelihood ratio
- A new distribution-free \(k\)-sample test: analysis of kernel density functionals
- On automatic kernel density estimate-based tests for goodness-of-fit
- Homogeneity of marginal distributions for a large number of populations
- Density comparison for independent and right censored samples via kernel smoothing
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