Residential College | false |
Status | 已發表Published |
Empirical likelihood test for equality of two distributions using distance of characteristic functions | |
Wan,Yi; Liu,Zhi; Deng,Min | |
2018-11-02 | |
Source Publication | Statistics |
ISSN | 0233-1888 |
Volume | 52Issue:6Pages: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 | Characteristic Function Empirical Likelihood Jackknife U-statistics |
DOI | 10.1080/02331888.2018.1520855 |
URL | View the original |
Language | 英語English |
WOS ID | WOS:000456971300009 |
Scopus ID | 2-s2.0-85053457055 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | University of Macau |
Corresponding Author | Liu,Zhi |
Affiliation | Department of Mathematics,University of Macau,Taipa,Macao |
First Author Affilication | University of Macau |
Corresponding Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Wan,Yi,Liu,Zhi,Deng,Min. Empirical likelihood test for equality of two distributions using distance of characteristic functions[J]. Statistics, 2018, 52(6), 1379-1394. |
APA | Wan,Yi., Liu,Zhi., & Deng,Min (2018). Empirical likelihood test for equality of two distributions using distance of characteristic functions. Statistics, 52(6), 1379-1394. |
MLA | Wan,Yi,et al."Empirical likelihood test for equality of two distributions using distance of characteristic functions".Statistics 52.6(2018):1379-1394. |
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