Cao, Ricardo
[Universidade da Coruña ES-15071A Coruna, Spain]
Van Keilegom, Ingrid
[UCL]
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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Bibliographic reference |
Cao, Ricardo ; Van Keilegom, Ingrid. Empirical likelihood tests for two-sample problems via nonparametric density estimation. In: Canadian Journal of Statistics, Vol. 34, no. 1, p. 61-77 (2006) |
Permanent URL |
http://hdl.handle.net/2078.1/38524 |