Article ID Journal Published Year Pages File Type
417262 Computational Statistics & Data Analysis 2008 19 Pages PDF
Abstract

A class of tests for the two sample problem that is based on the empirical characteristic function is investigated. They can be applied to continuous as well as to discrete data of any arbitrary fixed dimension. The tests are consistent against any fixed alternatives for adequate choices of the weight function involved in the definition of the test statistic. Both the bootstrap and the permutation procedures can be employed to estimate consistently the null distribution. The goodness of these approximations and the power of some tests in this class for finite sample sizes are investigated by simulation.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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