Non-parametric \(k\)-sample tests: density functions vs distribution functions
From MaRDI portal
Publication:961789
DOI10.1016/j.csda.2009.02.009zbMath1453.62152OpenAlexW2060655242MaRDI QIDQ961789
Jacobo de Uña-Álvarez, Pablo Martínez-Camblor
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
Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)
Related Items (18)
Searching for a common pooling pattern among several samples ⋮ Testing the equality of a large number of populations ⋮ Bayesian nonparametric \(k\)-sample tests for censored and uncensored data ⋮ Two bootstrap strategies for a \(k\)-problem up to location-scale with dependent samples ⋮ Nonparametric homogeneity test based on ridit reliability functional ⋮ A nonparametric test of stationarity for independent data ⋮ Repeated measures analysis for functional data ⋮ 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 ⋮ Testing the equality among distribution functions from independent and right censored samples via Cramér–von Mises criterion ⋮ Nonparametric \(k\)-sample test based on kernel density estimator for paired design ⋮ Comparing \(k\)-independent and right censored samples based on the likelihood ratio ⋮ Density comparison for independent and right censored samples via kernel smoothing ⋮ Studying the bandwidth in \(k\)-sample smooth tests ⋮ A two-sample test for the equality of univariate marginal distributions for high-dimensional data ⋮ Empirical likelihood test for diagonal symmetry ⋮ Combination of distribution-free tests for the general two-sample problem with application to the social sciences ⋮ On automatic kernel density estimate-based tests for goodness-of-fit
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- \(k\)-sample test based on the common area of kernel density estimators
- \(K\)-sample tests based on the likelihood ratio
- A test for the two-sample problem based on empirical characteristic functions
- On smoothing and the bootstrap
- The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit
- On \(L_ p\)-norms of multivariate density estimators
- Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Large deviations for the \(L_1\)-distance in kernel density estimation
- Remarks on Some Nonparametric Estimates of a Density Function
- Nonparametric testing the similarity of two unknown density functions: local power and bootstrap analysis
- Nonparametric Versus Parametric Goodness of Fit
- Testing symmetry of an unknown density function by kernel method
- Nonparametric testing of closeness between two unknown distribution functions
- A test for symmetries of multivariate probability distributions
- K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
- A general and fast convergent bandwidth selection method of kernel estimator
- Empirical likelihood tests for two-sample problems via nonparametric density estimation
- Some New Estimates for Distribution Functions
- On Estimation of a Probability Density Function and Mode
This page was built for publication: Non-parametric \(k\)-sample tests: density functions vs distribution functions