A distribution-free two-sample run test applicable to high-dimensional data

By Munmun Biswas, Minerva Mukhopadhyay, A. Ghosh. 2014

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Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation (2019, methodology): “…graphbased tests for mutual independence and two-sample goodnessof-fit testing were proposed in Biswas, Sarkar, and Ghosh (2016) and Biswas, Mukhopadhyay, and Ghosh (2014), respectively, these tests are extremely expensive to compute and possibly not applicable even for moderate…”
Robust multivariate nonparametric tests via projection averaging (2018, methodology): “This HDLSS regime has received increasing attention in recent years and has been frequently employed to give statistical insights into high-dimensional two-sample testing (e.g. Biswas and Ghosh, 2014; Biswas et al., 2014; Mondal et al., 2015; Chakraborty and Chaudhuri, 2017).”