Two-sample test for sparse high-dimensional multinomial distributions

DOI10.1007/S11749-018-0600-8MaRDI QIDQ2273180zbMATH OpenOpenAlexFDO

Authors Amanda Plunkett, Junyong Park

Publication date 18 September 2019

Published in Test (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.05524

zbMATH Keywords

high-dimensional multinomialsparsenesstwo-sample test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Abstract: In this paper we consider testing the equality of probability vectors of two independent multinomial distributions in high dimension. The classical chi-square test may have some drawbacks in this case since many of cell counts may be zero or may not be large enough. We propose a new test and show its asymptotic normality and the asymptotic power function. Based on the asymptotic power function, we present an application of our result to neighborhood type test which has been previously studied, especially for the case of fairly small $p$-values. To compare the proposed test with existing tests, we provide numerical studies including simulations and real data examples.

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Cited in

(5)

• Hypothesis testing for high-dimensional multinomials: a selective review
• Geometry of goodness-of-fit testing in high dimensional low sample size modelling
• Two-sample tests for sparse high-dimensional binary data
• \(L_2\)-tests for sparse multinomials
• Hypothesis testing for panels of semi-Markov processes with parametric sojourn time distributions

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• DEseq

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