High precision numerical computation of principal points for univariate distributions (Q2061781)

This paper considers the problem of testing the equality of two multivariate distributions based on geometric graphs constructed using the point distances between observations. These include tests based on the minimum spanning tree and K-nearest neighbor (NN) graphs. These tests are asymptotically distribution less, universally consistent, and computationally efficient, making them particularly useful in modern applications. However, very little is known about the power properties of these tests. In this paper, using the theory of stabilizing geometric graphs, we derive the asymptotic distribution of these tests under general alternatives, in the Poisson framework which, the detection threshold and the limiting local power of the test based on the K-NN graph are obtained. Different examples are given to compare and justify the performance of these tests.