A homogeneity test based on empirical characteristic functions

M. V. Alba, D. Barrera and M. D. Jiménez
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M. V. Alba: Universidad de Jaén
D. Barrera: Universidad de Granada
M. D. Jiménez: Universidad de Sevilla

Computational Statistics, 2001, vol. 16, issue 2, No 4, 255-270

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.

Keywords: Equality of distributions; Empirical characteristic function; Many-knot Hermite spline interpolation; Numerical quadrature; Bootstrap (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s001800100064

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