Abstract
In this paper, we investigate the problem of testing the equality of two distributions by integrating the squared norm of the difference between two corresponding empirical characteristic functions. This results in a linear combination of three different U-statistics. So the original testing problem is reduced to testing whether this linear combination is zero or not. We apply the Jackknife Empirical Likelihood (JEL) method to the new hypothesis testing problem. It has been proved that, under multivariate case, the log JEL statistic after scaling tends to a chi-square distribution with degree of freedom 1. Simulation studies are presented to assess the finite-sample performance of our method.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
