A Smooth Test for the Equality of Distributions

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...

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Main Authors: BERA, Anil, GHOSH, Aurobindo, XIAO, Zhijie
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語言:English
出版: Institutional Knowledge at Singapore Management University 2013
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在線閱讀: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
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