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

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

(12)

• An empirical study of the maximal and total information coefficients and leading measures of dependence
• Dimension reduction via adaptive slicing
• A mutual information-based \(k\)-sample test for discrete distributions
• 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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