A hyperbolic divergence based nonparametric test for two‐sample multivariate distributions

DOI10.1002/cjs.11736WikidataQ115613387 ScholiaQ115613387MaRDI QIDQ6180918

Xue-Qin Wang, Unnamed Author, Wei Fan

Publication date: 22 January 2024

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

multivariate two-sample testhyperboloid modellocal parameterizationLorentzian inner producthyperbolic divergence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• Distance covariance in metric spaces
• Hyperbolic space has strong negative type
• On the bootstrap of \(U\) and \(V\) statistics
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• Weak convergence of generalized U-statistics
• Ball divergence: nonparametric two sample test
• Robust multivariate nonparametric tests via projection averaging
• A Weighted Edge-Count Two-Sample Test for Multivariate and Object Data
• THE PROBABLE ERROR OF A MEAN
• On the Distribution of the Two-Sample Cramer-von Mises Criterion

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