On the consistency of the crossmatch test

DOI10.1016/J.JSPI.2015.10.003MaRDI QIDQ254229zbMATH OpenOpenAlexFDO

Authors Ery Arias-Castro, Bruno Pelletier

Publication date 8 March 2016

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1509.05790

zbMATH Keywords

consistencycrossmatch testgoodness-of-fit testing in arbitrary dimensionsgraph-based tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Abstract: Rosenbaum (2005) proposed the crossmatch test for two-sample goodness-of-fit testing in arbitrary dimensions. We prove that the test is consistent against all fixed alternatives. In the process, we develop a general consistency result based on (Henze & Penrose, 1999) that applies more generally.

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Cites work

• scientific article; zbMATH DE number 3563978 (Why is no real title available?)
• scientific article; zbMATH DE number 3008134 (Why is no real title available?)
• An Exact Distribution-Free Test Comparing Two Multivariate Distributions based on Adjacency
• Asymptotics for Euclidean minimal spanning trees on random points
• Multivariate Two-Sample Tests Based on Nearest Neighbors
• Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
• On the multivariate runs test
• Permutation tests for equality of distributions in high-dimensional settings
• Probabilistic Analysis of a Greedy Heuristic for Euclidean Matching
• Sensitivity analysis for the cross-match test, with applications in genomics
• Testing closeness of discrete distributions

Cited in

(7)

• Distribution-Free Multisample Tests Based on Optimal Matchings With Applications to Single Cell Genomics
• Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
• An Efficient Method to Determine the Degree of Overlap of Two Multivariate Distributions
• Sensitivity analysis for the cross-match test, with applications in genomics
• A Kernel Measure of Dissimilarity between M Distributions
• Testing for genetic mutation of seasonal influenza virus
• Asymptotic distribution and detection thresholds for two-sample tests based on geometric graphs

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