Nonparametric K-sample tests via dynamic slicing
DOI10.1080/01621459.2014.920257zbMATH Open1373.62195OpenAlexW1967133718MaRDI QIDQ5367388FDOQ5367388
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
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regularizationdynamic programmingmutual informationKullback-Leibler divergencetwo-sample testKolmogorov-Smirnov testnonparametric \(K\)-sample test
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Dynamic programming (90C39)
Cited In (11)
- An empirical study of the maximal and total information coefficients and leading measures of dependence
- Dimension reduction via adaptive slicing
- Fused mean-variance filter for feature screening
- 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
- Equitability, interval estimation, and statistical power
- High-dimensional general linear hypothesis testing under heteroscedasticity
- Analysis of Distributional Variation Through Graphical Multi-Scale Beta-Binomial Models
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