A two-sample test for the equality of univariate marginal distributions for high-dimensional data

DOI10.1016/J.JMVA.2019.104537zbMATH Open1428.62247OpenAlexW2967242990MaRDI QIDQ2008229FDOQ2008229

Authors: Marta Cousido-Rocha, Jacobo de Uña-Alvarez, J. D. Hart 

Publication date: 22 November 2019

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2019.104537

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zbMATH Keywords

goodness-of-fit testspermutation testscharacteristic functionsmixing conditions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

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Cited In (9)

• A Class of Asymptotically Distribution-Free Test Procedures for Equality of Marginals Under Multivariate Dependence
• Testing symmetry for bivariate copulas using Bernstein polynomials
• Testing for an ignorable sampling bias under random double truncation
• A triangle test for equality of distribution functions in high dimensions
• Two-sample test for equal distributions in separate metric space: New maximum mean discrepancy based approaches
• Permutation tests for equality of distributions in high-dimensional settings
• Strong law of large numbers for functionals of random fields with unboundedly increasing covariances
• Homogeneity of marginal distributions for a large number of populations
• Testing equality of a large number of densities under mixing conditions

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