Nonparametric testing of closeness between two unknown distribution functions
基于核积分平方差和退化V统计量的中心极限定理，提出一种在温和条件下检验两个未知密度函数接近度的一致非参数检验方法，蒙特卡洛模拟显示中等样本量下表现良好。
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.