ON SMOOTH TESTS FOR THE EQUALITY OF DISTRIBUTIONS
重新研究了Bera等人（2013）提出的分布相等性光滑检验，并给出适用于两个样本量m和n一般情形的修正检验，研究了检验统计量在原假设和备择假设下的渐近性质。
This note re-investigates the smooth tests for the equality of distributions introduced by Bera et al. (2013, Econometric Theory 29, 419–446) and provides a modified smooth test which works for the general case with two sample sizes m and n . Asymptotic properties of the proposed test statistic under both the null and the alternative hypothesis are studied.