New test for the multivariate two-sample problem based on the concept of minimum energy

DOI10.1080/00949650410001661440MaRDI QIDQ5489320zbMATH OpenOpenAlexFDO

Authors

Publication date 25 September 2006

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0309164

zbMATH Keywords

tablesgoodness-of-fittwo-sample testmultidimensional

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09) Hypothesis testing in multivariate analysis (62H15)

Abstract: We introduce a new statistical quantity the energy to test whether two samples originate from the same distributions. The energy is a simple logarithmic function of the distances of the observations in the variate space. The distribution of the test statistic is determined by a resampling method. The power of the energy test in one dimension was studied for a variety of different test samples and compared to several nonparametric tests. In two and four dimensions a comparison was performed with the Friedman-Rafsky and nearest neighbor tests. The two-sample energy test was shown to be especially powerful in multidimensional applications.

Recommendations

• On a new multivariate two-sample test.
• Energy statistics: a class of statistics based on distances
• On energy tests of normality
• Tests for the multivariate two-sample problem based on empirical probability measures
• A new multivariat two-sample test using regular minimum-weight spanning subgraphs

Cites work

• scientific article; zbMATH DE number 1131925 (Why is no real title available?)
• A combination of Wilcoxon's and Ansari-Bradley's statistics
• A multivariate two-sample test based on the number of nearest neighbor type coincidences
• A survey of nonparametric tests for scale
• Adaptive Smoothing and Density-Based Tests of Multivariate Normality
• KOLMOGOROV-SMIRNOV- AND CRAMÈR-VON MISES TYPE TWO-SAMPLE TESTS WITH VARIOUS WEIGHT FUNCTIONS
• Multivariate Two-Sample Tests Based on Nearest Neighbors
• Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
• Multivariate permutation tests
• On a Test Whether Two Samples are from the Same Population

Cited in

(21)

• Resampling approach for cluster model selection
• Ensemble subsampling for imbalanced multivariate two-sample tests
• Testing equality of functions under monotonicity constraints
• The Energy of Data and Distance Correlation
• On the asymptotic power of a method for testing hypotheses on the equality of distributions
• An application of the minimal spanning tree approach to the cluster stability problem
• A triangle test for equality of distribution functions in high dimensions
• A statistical model of cluster stability
• Testing the equality and exchangeability of bivariate distributions
• On the asymptotic power of the ``energy test for the equality of two distributions
• On some graph-based two-sample tests for high dimension, low sample size data
• Open statistical issues in particle physics
• Using labeled data to evaluate change detectors in a multivariate streaming environment
• A nearest-neighbor based nonparametric test for viral remodeling in heterogeneous single-cell proteomic data
• Two notes on energy distance
• Energy statistics: a class of statistics based on distances
• Asymptotic distribution and detection thresholds for two-sample tests based on geometric graphs
• Distribution-free tests of mean vectors and covariance matrices for multivariate paired data
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
• On some high-dimensional two-sample tests based on averages of inter-point distances
• Log-Rank-Type Tests for Equality of Distributions in High-Dimensional Spaces

This page was built for publication: New test for the multivariate two-sample problem based on the concept of minimum energy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5489320)