Conference Agenda
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Time Series Econometrics Location: 0.001 Session Chair: Carsten Jentsch | |
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A two-sample smooth test for multivariate dependent data Vrije Universiteit Amsterdam, Netherlands, The In this talk, we consider a two-sample smooth test for testing the equality of multivariate distributions. Dependency between the two samples is allowed for. For instance, the data can be mixing. The asymptotic distribution under the null hypothesis is derived, and consistency of the two-sample smooth test for dependent samples is shown. | |
