k-Sample test based on the common area of kernel density estimators

Journal of Statistical Planning and Inference

Volumn 138, Issue 12, 2008, Pages 4006-4020

  Martinez Camblor P ^a   De Una Alvarez J ^b   Corral, N ^c  

^a Fundació Caubet Cimera Illes Balears ^*  (Spain)

^b UNIVERSITY OF VIGO   (Spain)

^c UNIVERSITY OF OVIEDO   (Spain)

Author keywords

Bahadur slope; Common area; Cr mer Chernoff; Kernel density estimation

Indexed keywords

EID: 49649084973     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.02.008     Document Type: Review

References (16)

1. Anderson N.H., Hall P., and Titterington D.M. Two sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates. J. Multivariate Anal. 50 (1994) 41-54
2. Bahadur R.R., and Zabell S.L. Large deviations of the sample mean in general vector space. Ann. Probab. 7 (1979) 587-621
3. Cao R., and van Keilegom I. Empirical likelihood tests for two-sample problems via nonparametric density estimation. Canad. J. Statist. 34 (2006) 61-77
4. Fan J., Zhang C., and Zhang J. Generalized likelihood ratio statistics and Wilks phenomenon. Ann. Statist. 29 (2003) 153-193
5. p-norms of multivariate density estimations. Ann. Statist. 19 4 (1991) 1933-1949
6. Kiefer J. k-Sample analogues of the Kolmogorov-Smirnov, Crámer-von Mises tests. Ann. Math. Statist. 30 (1959) 420-447
7. Kramer C.Y. Extension of multiple range tests of group means of unequal numbers of replications. Biometrics 12 (1956) 307-310
8. 1-distance in kernel density estimation. J. Statist. Plann. Inference 90 (2000) 177-182
9. Martínez-Camblor P. Tests no paramétricos basados en una distancia entre funciones de densidad (2006), Servicio de Publicaciones, University of Oviedo, Oviedo, Spain
10. p-norms of the kernel estimators, unpublished manuscript.
11. 1-norm in kernel density estimation for two independent samples, unpublished manuscript.
12. Roca-Pardiñas J., and Sperlich S. Testing the link when the index is semiparametric-a comparative study. Comput. Statist. Data Anal. 51 (2007) 6565-6581
13. Scholz F.W., and Stephens M.A. k-Sample Anderson-Darling tests. J. Amer. Statist. Assoc. 82 (1987) 918-924
14. Van der Vaart A.W. Asymptotic Statistics (1998), Cambridge University Press, London
15. Wand M.P., and Jones M.C. Kernel Smoothing (1995), Chapman and Hall, London
16. Zhang J., and Wu Y. k-Sample tests based on the likelihood ratio. Comput. Statist. Data Anal. 51 9 (2007) 4682-4691