Nonparametric testing of closeness between two unknown distribution functions Academic Article uri icon


  • 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. 1996, Taylor & Francis Group, LLC.

published proceedings

  • Econometric Reviews

author list (cited authors)

  • Li, Q. i.

publication date

  • January 1, 1996 11:11 AM