Residential College | false |
Status | 已發表Published |
Empirical-likelihood-based test for equality of two distributions using distance of characteristic functions | |
Wan, Y.; Liu, Z.; Deng, M. | |
2018-12-15 | |
Source Publication | Statistics |
ISSN | 1029-4910 |
Pages | 1379-1394 |
Abstract | In this paper, we investigate the problem of testing for the equality of two distributions. We employ a two-sample Jackknife Empirical Likelihood (JEL) approach to construct a test statistic whose limiting distribution is Chi-square distribution with degree of freedom 1, no matter what the data dimension (fixed) is. A variety of synthetic data experiments demonstrate that our JEL test statistic performs very well, with a very neat asymptotic distribution under the null hypothesis. Furthermore, we apply the test procedure to a real dataset to obtain competitive results. |
Keyword | Jackknife Empirical Likelihood U-statistics Characteristic Function |
DOI | 10.1080/02331888.2018.1520855 |
Language | 英語English |
The Source to Article | PB_Publication |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Corresponding Author | Liu, Z. |
Recommended Citation GB/T 7714 | Wan, Y.,Liu, Z.,Deng, M.. Empirical-likelihood-based test for equality of two distributions using distance of characteristic functions[J]. Statistics, 2018, 1379-1394. |
APA | Wan, Y.., Liu, Z.., & Deng, M. (2018). Empirical-likelihood-based test for equality of two distributions using distance of characteristic functions. Statistics, 1379-1394. |
MLA | Wan, Y.,et al."Empirical-likelihood-based test for equality of two distributions using distance of characteristic functions".Statistics (2018):1379-1394. |
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