Two-sample tests based on empirical Hankel transforms

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• 作者：L. Baringhaus ; D. Kolbe
• 关键词：Empirical Hankel transform ; Two ; sample test ; Scale invariance ; Bootstrapping ; 62G10 ; 62G09
• 刊名：Statistical Papers
• 出版年：2015
• 出版时间：August 2015
• 年：2015
• 卷：56
• 期：3
• 页码：597-617
• 全文大小：702 KB
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• 作者单位：L. Baringhaus (1)
  D. Kolbe (1)
  
  1. Leibniz Universit?t Hannover Institut für Mathematische Stochastik, Welfengarten 1, 30167?, Hannover, Germany
  
• 刊物类别：Mathematics and Statistics
• 刊物主题：Statistics
  Statistics for Business, Economics, Mathematical Finance and Insurance
  Probability Theory and Stochastic Processes
  Economic Theory
  Operation Research and Decision Theory
  
• 出版者：Springer Berlin / Heidelberg
• ISSN：1613-9798

文摘

We study a new Cramér-von Mises type test for the general nonparametric two-sample problem on the nonnegative half-line. The test statistic is based on the empirical Hankel transforms of the sample variables, critical values are obtained by bootstrapping. The test is shown to be consistent against each fixed alternative. A scale invariant version of the test is also considered. A power comparison with the classical Cramér-von Mises test and another new Cramér-von Mises type test is done by simulation.