Testing the Equality of a High Dimensional Set of Densities
The equality of a large number k of densities is tested by measuring the L2 distance between the corresponding kernel density estimators and the one based on the pooled sample. The test even works for sample sizes as small as 2.
Authors:
Marta Cousido Rocha [aut, cre]
,
José Carlos Soage González [ctr]
,
Jacobo de Uña Álvarez [aut, ths]
,
Jeffrey D. Hart [aut]
,
Ivan Kojadinovic [cph]
,
A. Patton [cph]
,
C. Parmeter [cph]
,
J. Racine [cph]