In this paper we propose a two-sample test based on copula entropy (CE). The proposed test statistic is defined as the difference between the CEs of the null hypothesis and the alternative. The estimator of the test statistic is proposed with the non-parametric estimator of CE, which is non-parametric and hyperparameter-free. Simulation experiments demonstrate the effectiveness of the proposed test with the simulated bi-variate normal data.

翻译：本文提出了一种基于Copula熵（CE）的两样本检验方法。所提出的检验统计量定义为原假设与备择假设的Copula熵之差。我们采用非参数且无超参数的Copula熵估计器来构建该检验统计量的估计量。通过模拟双变量正态数据的实验，验证了所提检验方法的有效性。