Empirical likelihood tests for two-sample problems via nonparametric density estimation

Cao, Ricardo;Van Keilegom, Ingrid
(2006) Canadian Journal of Statistics — Vol. 34, n° 1, p. 61-77 (2006)

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Authors
  • Cao, RicardoUniversidade da Coruña ES-15071A Coruna, Spain
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  • Van Keilegom, IngridUCLouvain
    Author
Abstract
The authors study the problem of testing whether two populations have the same law by comparing kernel estimators of the two density functions. The proposed test statistic is based on a local empirical likelihood approach. They obtain the asymptotic distribution of the test statistic and propose a bootstrap approximation to calibrate the test. A simulation study is carried out in which the proposed method is compared with two competitors, and a procedure to select the bandwidth parameter is studied. The proposed test can be extended to more than two samples and to multivariate distributions.
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Cao, R., & Van Keilegom, I. (2006). Empirical likelihood tests for two-sample problems via nonparametric density estimation. Canadian Journal of Statistics, 34(1), 61-77. https://doi.org/10.1002/cjs.5550340106 (Original work published 2006)