Orthogonal bases approach for comparing nonnormal continuous distributions
比较非正态连续分布的正交基方法
We present an orthonormal bases approach for detecting general differences among continuous distributions. An unknown density function is represented by a finite vector of its estimated Fourier coefficients with respect to a suitable orthonormal basis. For a wide class of orthonormal bases, we establish asymptotic normality of the vector of estimated Fourier coefficients and propose an unbiased and consistent estimator of its asymptotic covariance matrix. Fourier coeffients…