On the consistency of the crossmatch test

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Publication:254229

DOI10.1016/J.JSPI.2015.10.003zbMATH Open1334.62088arXiv1509.05790OpenAlexW2963177005MaRDI QIDQ254229FDOQ254229


Authors: Ery Arias-Castro, Bruno Pelletier Edit this on Wikidata


Publication date: 8 March 2016

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

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.


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




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