A Smooth Test for the Equality of Distributions

• المؤلفون الرئيسيون: BERA, Anil, GHOSH, Aurobindo, XIAO, Zhijie
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2013
• الموضوعات: Goodness-of-fit; data-driven version; generalized method; 2-sample problem; conditional moment; nonparametric regression; Economics; Economic Theory
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/1617; https://ink.library.smu.edu.sg/context/soe_research/article/2616/viewcontent/smooth_test_equality_of_distributions_2013_afv.pdf

The two-sample version of the celebrated Pearson goodness-of-fit problem has been a topic of extensive research, and several tests like the Kolmogorov-Smirnov and Cramer-von Mises have been suggested. Although these tests perform fairly well ´ as omnibus tests for comparing two probability density f...