Testing with Kernel-based Test Statistics Power Against Sequences of Local Alternatives

author: Zaid Harchaoui, ENST Paris
published: Feb. 25, 2008,   recorded: December 2007,   views: 3458
Categories

Slides

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Delicious Bibliography

Description

Testing for homogeneity between two samples offers a natural quantitative framework to investigate how to compare two distributions from empirical data. We shall discuss some recently proposed nonparametric test statistics, whose common feature is to share a kernel-based formulation. In particular, we discuss their respective power against different classes of alternatives.

See Also:

Download slides icon Download slides: ripd07_harchaoui_tkb_01.pdf (260.9 KB)


Help icon Streaming Video Help

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: