Multivariate small sample tests for two-way designs with applications to industrial statistics

Supplement to “Ensemble Subsampling for Imbalanced Multivariate Two-Sample Tests”

In this supplemental article, we provide detailed proofs for the propositions and theorems in the main paper. We write the indicator function of the event A as 1A. Let X1, · · · , Xn and Y1, · · · , Yñ be independent random samples in Rd from unknown distributions F and G, respectively, with corresponding densities f and g with respect to Lebesgue measure. The densities are assumed to be contin...

Ensemble Subsampling for Imbalanced Multivariate Two-Sample Tests

Some existing nonparametric two-sample tests for equality of multivariate distributions perform unsatisfactorily when the two sample sizes are unbalanced. In particular, the power of these tests tends to diminish with increasingly unbalanced sample sizes. In this article, we propose a new testing procedure to solve this problem. The proposed test, based on the nearest neighbor method by Schilli...

Two-Sample Tests for Large Random Graphs Using Network Statistics

We consider a two-sample hypothesis testing problem, where the distributions are defined on the space of undirected graphs, and one has access to only one observation from each model. A motivating example for this problem is comparing the friendship networks on Facebook and LinkedIn. The practical approach to such problems is to compare the networks based on certain network statistics. In this ...

Residual-Based Finite-Sample Misspecification Tests in Multivariate Regressions with Applications to Asset Pricing Models

In Multivariate Linear Regression (MLR) models, multi-equation diagnostic tests pose some problems not encountered in the analysis of univariate models. In particular, test size distortions grow quickly as the number of cross-equation correlations increases. Despite the widespread recognition of this problem, finite sample multivariate specification tests are rare. In this paper, we propose a g...

On Two-sample Tests Based on Order Statistics