Nonparametric K-sample tests via dynamic slicing

DOI10.1080/01621459.2014.920257MaRDI QIDQ5367388zbMATH OpenOpenAlexFDO

Authors Bo Jiang, Chao Ye, Jun S. Liu

Publication date 13 October 2017

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2014.920257

zbMATH Keywords

regularizationdynamic programmingmutual informationKullback-Leibler divergencetwo-sample testKolmogorov-Smirnov testnonparametric \(K\)-sample test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Dynamic programming (90C39)

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Cited in

(15)

• An empirical study of the maximal and total information coefficients and leading measures of dependence
• Approximation error from discretizations and its applications
• Fused mean-variance filter for feature screening
• A mutual information-based k-sample test for discrete distributions
• Dimension reduction via adaptive slicing
• Asymptotic normality of Gini correlation in high dimension with applications to the \(K\)-sample problem
• A distribution-free test of independence based on a modified mean variance index
• Comparing a large number of multivariate distributions
• Minimax nonparametric multi-sample test under smoothing
• Linear hypothesis testing in high-dimensional one-way MANOVA: a new normal reference approach
• The k-sample Behrens-Fisher problem for high-dimensional data with model free assumption
• Equitability, interval estimation, and statistical power
• High-dimensional general linear hypothesis testing under heteroscedasticity
• Overview of normal-reference tests for high-dimensional means with implementation in the R package `HDNRA'
• Analysis of Distributional Variation Through Graphical Multi-Scale Beta-Binomial Models

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