A MULTIVARIATE TWO-SAMPLE TEST BASED ON THE NUMBER OF NEAREST NEIGHBOR TYPE COINCIDENCES
By Norbert Henze. 1988
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- Hongjian Shi
- Mathias Drton
- Barnab'as P'oczos
- Ilmun Kim
- Sashank J. Reddi
- Sivaraman Balakrishnan
- Larry A. Wasserman
- Arthur Gretton
Citations in the corpus
- Adaptivity and Computation-Statistics Tradeoffs for Kernel and Distance based High Dimensional Two Sample Testing (2015, methodology): “…book Lehmann and D’Abrera [2006] and the runs test by Wald and Wolfowitz [1940], while some interesting multivariate tests include spanning tree methods by Friedman and Rafsky [1979], nearest-neighbor based tests by Schilling [1986] and Henze [1988], and the “cross-match” tests by Rosenbaum [2005].”
- Nonparametric multivariate rank tests and their unbiasedness (2012, methodology): “Tests based on distances between observations were considered by Baringhaus and Franz [2], Friedman and Rafsky [8], Henze [15], Maa et al. [25], Rosenbaum [35] and Schilling [37]; the latter also compared the simulated powers of his test with that of the Kolmogorov–Smirnov two-sample test.”
- On boosting the power of Chatterjee’s rank correlation (2021, background): “…Dette–Siburg–Stoimenov’s correlation measure ξ, and thus intuitively will suffer from similar efficiency loss as other 1-NN-based estimators in various applications (Wald and Wolfowitz, 1940; Friedman and Rafsky, 1979; Henze, 1988; Liu and Singh, 1993; Henze and Penrose, 1999; Bhattacharya, 2019).”
- New test for the multivariate two-sample problem based on the concept of minimum energy (2003, methodology): “The extension of the Wald–Wolfowitz run test [7] and the nearest neighbor test [8] avoid these caveats, but it is not obvious that they are sensitive to all kinds of differences in the parent distributions from which the samples are drawn.”
- TESTING FOR EQUAL DISTRIBUTIONS IN HIGH DIMENSION (2004, methodology): “Henze (1988) proved that the limiting distribution of a class of nearest neighbor statistics is normal for any distance generated by a norm on R d .”
- Robust multivariate nonparametric tests via projection averaging (2018, background): “Hoeffding (1952) established a sufficient condition (indeed the necessary condition proved by Chung and Romano, 2013) under which the permutation distribution approximates the corresponding unconditional distribution.”
- Normal Approximation in Geometric Probability (2004, methodology): “This example is relevant to the multivariate two-sample test described by Henze [ 8 ].”
- An exact distribution‐free test comparing two multivariate distributions based on adjacency (2005, methodology): “Essentially the quantity p also plays a central role in the limiting behaviour of the FriedmanRafsky runs statistic, and it is a member of the family of measures of distributional separation that was proposed by Gy6rfi and Nemetz; see Henze and Penrose (1999), theorem 2.”
- On Azadkia–Chatterjee’s conditional dependence coefficient (2021, background): “…Friedman and Rafsky (1979) extended Wald and Wolfowitz (1940)’s rank-based run test to multivariate spaces via minimum spanning trees; see, also, Henze (1988), Liu and Singh (1993), Henze and Penrose (1999), and Bhattacharya (2019) for other notable results along that track, and Devroye et al.…”
- Classification Accuracy as a Proxy for Two Sample Testing (2016, background): “Another class of two-sample tests is based on geometric graphs; examples include the k-nearest neighbor (NN) graph (Schilling, 1986; Henze, 1988), the minimum spanning tree (Friedman and Rafsky, 1979) and the crossmatching (Rosenbaum, 2005).”
- Fréchet analysis of variance for random objects (2017, background): “Nearest neighbor based tests (Henze, 1988; Henze and Penrose, 1999; Schilling, 1986) count the number of K-nearest neighbor comparisons for which the observations and their neighbors belong to the same sample.”
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation (2019, unknown): “[66] Henze, N.”
- On Wasserstein Two-Sample Testing and Related Families of Nonparametric Tests (2015, unknown): “Some examples of tests quite different from the ones studied here include rank based tests as covered by the excellent book [13], and graphical tests that include spanning tree methods by [14] (generalizing the runs test by [15]), nearest-neighbor based tests by [16,17], and the cross-match tests by”