2-SAMPLE TEST STATISTICS FOR MEASURING DISCREPANCIES BETWEEN 2 MULTIVARIATE PROBABILITY DENSITY-FUNCTIONS USING KERNEL-BASED DENSITY ESTIMATES
2-SAMPLE TEST STATISTICS FOR MEASURING DISCREPANCIES BETWEEN 2 MULTIVARIATE PROBABILITY DENSITY-FUNCTIONS USING KERNEL-BASED DENSITY ESTIMATES
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DOI：
10.1006/jmva.1994.1033
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发表时间：
1994-07-01
影响因子：
1.6
通讯作者：
TITTERINGTON, DM
中科院分区：
文献类型：
--
作者：
ANDERSON, NH;HALL, P;TITTERINGTON, DM
提出了检验两个p元概率密度函数相等性的检验统计量。该统计量基于两个基于核的密度估计之间的积分平方距离，并且是Hall(1984，J.多元分析)研究的统计量的两样本版本。141-16)。特别强调了两个带宽是固定和相等的情况。一项基于单变量实例的实证研究补充了渐近分布结果和功率计算。(C)1994年学术出版社。
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. (C) 1994 Academic Press, Inc.