New test for the multivariate two-sample problem based on the concept of minimum energy
114 citations recorded by the source corpus.
We introduce a new statistical quantity, the energy, to test whether two samples originate from the same distributions. The energy is a simple logarithmic function of the distances of the observations in the variate space. The distribution of the test statistic is determined by a resampling method. The power of the energy test in one dimension was studied for a variety of different test samples and compared to several nonparametric tests. In two and four dimensions, a comparison was performed with the Friedman–Rafsky and nearest neighbor tests. The two-sample energy test was shown to be especially powerful in multidimensional applications.
Subfields: Computer Networks and Communications, Statistical and Nonlinear Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/5a0eeb51fc23dc3cf5f402100cab056e88e91edc
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In Computer Networks and Communications
In Statistical and Nonlinear Physics
In Statistics and Probability
- Cécile Durot
- P. Groeneboom
- Ana-Maria Staicu
- Sujit Kumar Ghosh
- Hendrik P. Lopuhaä
- Gina‐Maria Pomann
- Fadoua Balabdaoui
Citations in the corpus
- Testing equality of functions under monotonicity constraints (2012, background): “See also Baringhaus and Franz (2004), Aslan and Zech (2005), Jurečková and Kalina (2012) for more references on multivariate k-sample tests.”
- A Two Sample Distribution-Free Test for Functional Data with Application to a Diffusion Tensor Imaging Study of Multiple Sclerosis (2016, methodology): “Some of the popular multivariate testing procedures (e.g. Friedman and Rafsky (1979), Read and Cressie (1988) and Aslan and Zech (2005)) could be employed in this situation.”