Ensemble Subsampling for Imbalanced Multivariate Two-Sample Tests
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Publication:5406359
DOI10.1080/01621459.2013.800763zbMath1283.62093MaRDI QIDQ5406359
Winston Wei Dou, Zhihua Qiao, Li-Sha Chen
Publication date: 1 April 2014
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2013.800763
ensemble methods; Kolmogorov-Smirnov test; imbalanced learning; corporate finance; nearest neighbors methods; nonparametric two-sample tests; subsampling methods
62G10: Nonparametric hypothesis testing
62E20: Asymptotic distribution theory in statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H15: Hypothesis testing in multivariate analysis
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