A robust and nonparametric two-sample test in high dimensions
نویسندگان
چکیده
منابع مشابه
A nonparametric two-sample test applicable to high dimensional data
Multivariate two-sample testing problem has been well investigated in the literature, and several parametric and nonparametric methods are available for it. However, most of these two-sample tests perform poorly for high dimensional data, and many of them are not applicable when the dimension of the data exceeds the sample size. In this article, we propose a multivariate two-sample test that ca...
متن کاملTwo-sample testing in high dimensions
We propose new methodology for two-sample testing in high dimensional models. The methodology provides a high dimensional analogue to the classical likelihood ratio test and is applicable to essentially any model class where sparse estimation is feasible.Sparse structure is used in the construction of the test statistic. In the general case, testing then involves nonnested model comparison, and...
متن کاملA Nonparametric Two-Sample Wald Test of Equality of Variances
We develop a test for equality of variances given two independent random samples of observations. The test can be expected to perform well when both sample sizes are at least moderate and the sample variances are asymptotically equivalent to the maximum likelihood estimators of the population variances. The test is motivated by and is here assessed for the case when both populations sampled are...
متن کاملA More Powerful Two-Sample Test in High Dimensions using Random Projection
We consider the hypothesis testing problem of detecting a shift between the means of two multivariate normal distributions in the high-dimensional setting, allowing for the data dimension p to exceed the sample size n. Our contribution is a new test statistic for the two-sample test of means that integrates a random projection with the classical Hotelling T 2 statistic. Working within a high-di...
متن کاملRobust nonparametric tests for the two-sample location problem
We construct and investigate robust nonparametric tests for the twosample location problem. A test based on a suitable scaling of the median of the set of differences between the two samples, which is the Hodges-Lehmann shift estimator corresponding to the Wilcoxon two-sample rank test, leads to higher robustness against outliers than the Wilcoxon test itself, while preserving its efficiency un...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2021
ISSN: 1017-0405
DOI: 10.5705/ss.202019.0170