Optimal tests for the general two-sample problem

DOI10.1006/JMVA.1999.1879zbMath0969.62034OpenAlexW1994129660MaRDI QIDQ1582627

Dietmar Ferger

Publication date: 15 October 2000

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1879

zbMATH Keywords

distribution-freeoptimalitycontiguous alternativestwo-sample testfunctional datalocal powerBrownian bridge with trend

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Inference from stochastic processes (62M99)

Related Items (3)

Tests for the multivariatek-sample problem based on the empirical characteristic function ⋮ On some high-dimensional two-sample tests based on averages of inter-point distances ⋮ On high dimensional two-sample tests based on nearest neighbors

Uses Software

• fda (R)

Cites Work

• Nonparametric change-point estimation
• A multivariate two-sample test based on the number of nearest neighbor type coincidences
• Changepoint problems and contiguous alternatives
• The asymptotic behavior of some nonparametric change-point estimators
• An introduction to stochastic processes and their applications
• Almost sure convergence of certain slowly changing symmetric one- and multi-sample statistics
• On the power of nonparametric changepoint-tests
• An extension of the Csörgő-Horváth functional limit theorem and its applications to changepoint problems
• Functional data analysis
• Sequential change-point detection in continuous time when the post-change drift is unknown
• Goodness of fit tests based on the L₂-norm of multivariate probability density functions
• An omnibus test for the two-sample problem using the empirical characteristic function
• The minimum of an additive process with applications to signal estimation and storage theory
• A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
• The two-sample problem in $\Bbb R\sp m$ and measure-valued martingales
• Inference about the change-point in a sequence of random variables
• Stochastic processes and statistical inference
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