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Two-sample tests based on empirical Hankel transforms

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  • L. Baringhaus
  • D. Kolbe

Abstract

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. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • L. Baringhaus & D. Kolbe, 2015. "Two-sample tests based on empirical Hankel transforms," Statistical Papers, Springer, vol. 56(3), pages 597-617, August.
    • Handle: RePEc:spr:stpapr:v:56:y:2015:i:3:p:597-617
    DOI: 10.1007/s00362-014-0599-1
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    References listed on IDEAS

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    Cited by:

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    2. Bruno Ebner & Norbert Henze & Simos Meintanis, 2024. "A unified approach to goodness-of-fit testing for spherical and hyperspherical data," Statistical Papers, Springer, vol. 65(6), pages 3447-3475, August.
    3. Judith H. Parkinson-Schwarz & Arne C. Bathke, 2022. "Testing for equality of distributions using the concept of (niche) overlap," Statistical Papers, Springer, vol. 63(1), pages 225-242, February.
    4. Li Cai & Suojin Wang, 2021. "Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing," Statistical Papers, Springer, vol. 62(6), pages 2573-2602, December.
    5. L. Baringhaus & B. Ebner & N. Henze, 2017. "The limit distribution of weighted $$L^2$$ L 2 -goodness-of-fit statistics under fixed alternatives, with applications," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(5), pages 969-995, October.
    6. G. I. Rivas-Martínez & M. D. Jiménez-Gamero & J. L. Moreno-Rebollo, 2019. "A two-sample test for the error distribution in nonparametric regression based on the characteristic function," Statistical Papers, Springer, vol. 60(4), pages 1369-1395, August.
    7. Žikica Lukić & Bojana Milošević, 2024. "A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 76(5), pages 797-820, October.

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