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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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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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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DOI: https://doi.org/10.1007/s001800100064