A Smooth Test for Comparing Equality of Two Densities

It has been a conventional wisdom that the two-sample version of the goodness-of-fit test like the Kolmogorov-Smirnov, Cramér-von Mises and Anderson-Darling tests fail to have good power particularly against very specific alternatives. We show that a modified version of Neyman Smooth test that can...

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Bibliographic Details
Main Author: Ghosh, Aurobindo
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2004
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/1392
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Institution: Singapore Management University
Language: English