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A homogeneity test based on empirical characteristic functions

Author

Listed:
  • M. V. Alba

    (Universidad de Jaén)

  • D. Barrera

    (Universidad de Granada)

  • M. D. Jiménez

    (Universidad de Sevilla)

Abstract

Summary In this paper, a test for the homogeneity of two populations is proposed. It is based on the L2-norm of the difference of the empirical characteristic functions associated to two independent random samples of each population. A quadrature formula is used to construct the test function by using the cubic many-knot Hermite spline interpolation. In order to approximate the null distribution of the statistic, a bootstrap algorithm is used.

Suggested Citation

  • M. V. Alba & D. Barrera & M. D. Jiménez, 2001. "A homogeneity test based on empirical characteristic functions," Computational Statistics, Springer, vol. 16(2), pages 255-270, July.
    • Handle: RePEc:spr:compst:v:16:y:2001:i:2:d:10.1007_s001800100064
    DOI: 10.1007/s001800100064
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    References listed on IDEAS

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    1. Fan, Yanqin, 1997. "Goodness-of-Fit Tests for a Multivariate Distribution by the Empirical Characteristic Function," Journal of Multivariate Analysis, Elsevier, vol. 62(1), pages 36-63, July.
    2. Heathcote, C. R. & Rachev, S. T. & Cheng, B., 1995. "Testing Multivariate Symmetry," Journal of Multivariate Analysis, Elsevier, vol. 54(1), pages 91-112, July.
    3. L. Baringhaus & N. Henze, 1988. "A consistent test for multivariate normality based on the empirical characteristic function," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 35(1), pages 339-348, December.
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    Citations

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    Cited by:

    1. L. Baringhaus & D. Kolbe, 2015. "Two-sample tests based on empirical Hankel transforms," Statistical Papers, Springer, vol. 56(3), pages 597-617, August.
    2. Alba Fernández, V. & Jiménez Gamero, M.D. & Muñoz Garcia, J., 2008. "A test for the two-sample problem based on empirical characteristic functions," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3730-3748, March.
    3. Alba Fernández, M.V. & Jiménez Gamero, M.D. & Castillo Gutiérrez, S., 2014. "Approximating a class of goodness-of-fit test statistics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 102(C), pages 24-38.
    4. V. Alba Fernández & D. Barrera Rosillo & M. Ibáñez Pérez & M. Jiménez Gamero, 2009. "A homogeneity test for bivariate random variables," Computational Statistics, Springer, vol. 24(3), pages 513-531, August.
    5. Jiménez-Gamero, M.D. & Alba-Fernández, M.V. & Jodrá, P. & Barranco-Chamorro, I., 2015. "An approximation to the null distribution of a class of Cramér–von Mises statistics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 118(C), pages 258-272.
    6. Jiménez-Gamero, M.D. & Alba-Fernández, V. & Muñoz-García, J. & Chalco-Cano, Y., 2009. "Goodness-of-fit tests based on empirical characteristic functions," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 3957-3971, October.

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