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A homogeneity test based on empirical characteristic functions

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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.

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Acknowledgements

The authors thank the referees and the associate editor for the careful reading of the manuscript and for the hepful comments.

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Authors and Affiliations

  1. Departamento de Estadística e I.O., Universidad de Jaén, 23071, Jaén, Spain

    M. V. Alba

  2. Departamento de Matemática Aplicada, Universidad de Granada, 18071, Granada, Spain

    D. Barrera

  3. Departamento de Estadística e I.O., Universidad de Sevilla, 41012, Sevilla, Spain

    M. D. Jiménez

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  1. M. V. Alba
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  2. D. Barrera
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  3. M. D. Jiménez
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Alba, M.V., Barrera, D. & Jiménez, M.D. A homogeneity test based on empirical characteristic functions. Computational Statistics 16, 255–270 (2001). https://doi.org/10.1007/s001800100064

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