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

DOI10.1080/00949650410001661440zbMATH Open1096.62037arXivmath/0309164OpenAlexW2103485732MaRDI QIDQ5489320FDOQ5489320

Authors:

Publication date: 25 September 2006

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

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.

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

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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)

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Cited In (21)

• Ensemble subsampling for imbalanced multivariate two-sample tests
• Resampling approach for cluster model selection
• 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
• Testing the equality and exchangeability of bivariate distributions
• A statistical model of cluster stability
• 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
• On some high-dimensional two-sample tests based on averages of inter-point distances
• Asymptotic distribution and detection thresholds for two-sample tests based on geometric graphs
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
• Distribution-free tests of mean vectors and covariance matrices for multivariate paired data
• Log-Rank-Type Tests for Equality of Distributions in High-Dimensional Spaces

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