Numerical Analysis of Piterbarg-Tyurin Procedures for Testing Homogeneity and Independence

DOI10.1137/S0040585X97978610MaRDI QIDQ4328515zbMATH OpenOpenAlexFDO

Authors

Publication date 25 April 2002

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97978610

zbMATH Keywords

Gaussian fieldhomogeneity rank teststwo-sample multivariate problem

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Recommendations

• Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
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(2)

• A test for independence of two multivariate samples
• Analytical p-value calculation for the higher criticism test in finite-d problems

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