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

Cao, Riccardo;Van Keilegom, Ingrid
(2004) , 20 pages

Files

ISBADP0427.pdf
  • Open Access
  • Adobe PDF
  • 257.52 KB
Download

Details

Authors
Abstract
In this paper we 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. We 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.
Affiliations

Citations

  • APA
  • Chicago
  • FWB

Cao, R., & Van Keilegom, I. (2004). Empirical likelihood tests for two-sample problems via nonparametric density estimation (ISBA Discussion Papers 0427). https://hdl.handle.net/2078.5/34276