Two-Sample Test Statistics for Measuring Discrepancies Between Two Multivariate Probability Density Functions Using Kernel-Based Density Estimates

N. H. Anderson, P. Hall and D. M. Titterington

Journal of Multivariate Analysis, 1994, vol. 50, issue 1, 41-54

Abstract: Test statistics are proposed for testing equality of two p-variate probability density functions. The statistics are based on the integrated square distance between two kernel-based density estimates and are two-sample versions of the statistic studied by Hall (1984, J. Multivariate Anal. 14 1-16). Particular emphasis is laid on the case where the two bandwidths are fixed and equal. Asymptotic distributional results and power calculations are supplemented by an empirical study based on univariate examples.

Date: 1994
References: Add references at CitEc
Citations: View citations in EconPapers (38)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(84)71033-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:50:y:1994:i:1:p:41-54

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().