A Robustness Property of Hotelling's $T^2$-Test

By T. Kariya. 1981

Citations in the corpus

• Adaptivity and Computation-Statistics Tradeoffs for Kernel and Distance based High Dimensional Two Sample Testing (2015, background): “T H is consistent for MDA whenever P, Q have different means, and further, it is known to be the “uniformly most powerful” test when P, Q are univariate Gaussians under fairly general assumptions [Kariya, 1981, Simaika, 1941, Anderson, 1958, Salaevskii, 1971].”