Nonparametric testing of closeness between two unknown distribution functions
- 1 January 1996
- journal article
- research article
- Published by Taylor & Francis in Econometric Reviews
- Vol. 15 (3) , 261-274
- https://doi.org/10.1080/07474939608800355
Abstract
Based on the kernel integrated square difference and applying a central limit theorem for degenerate V-statistic proposed by Hall (1984), this paper proposes a consistent nonparametric test of closeness between two unknown density functions under quite mild conditions. We only require the unknown density functions to be bounded and continuous. Monte Carlo simulations show that the proposed tests perform well for moderate sample sizes.Keywords
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