Robust multivariate nonparametric tests via projection averaging

DOI10.1214/19-AOS1936zbMath1460.62087arXiv1803.00715OpenAlexW3111931804MaRDI QIDQ1996775

Ilmun Kim, Sivaraman Balakrishnan, Larry Alan Wasserman

Publication date: 26 February 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.00715

zbMATH Keywords

permutation tests\(U\)-statisticmaximum mean discrepancyindependence testingenergy statistichigh dimension and low sample size

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

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Uses Software

• MNM
• energy

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