A hyperbolic divergence based nonparametric test for two‐sample multivariate distributions
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Publication:6180918
DOI10.1002/CJS.11736WikidataQ115613387 ScholiaQ115613387MaRDI QIDQ6180918FDOQ6180918
Authors: Wei Fan, Xue-Qin Wang 
Publication date: 22 January 2024
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
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multivariate two-sample testhyperboloid modellocal parameterizationLorentzian inner producthyperbolic divergence
Cites Work
- Ball divergence: nonparametric two sample test
- Distance covariance in metric spaces
- Title not available (Why is that?)
- On the bootstrap of \(U\) and \(V\) statistics
- A kernel two-sample test
- A weighted edge-count two-sample test for multivariate and object data
- THE PROBABLE ERROR OF A MEAN
- Functional limit theorems for U-statistics in the degenerate case
- On the Distribution of the Two-Sample Cramer-von Mises Criterion
- Stochastic analysis for Gaussian random processes and fields: with applications
- Hyperbolic space has strong negative type
- Weak convergence of generalized U-statistics
- Robust multivariate nonparametric tests via projection averaging
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