In this work, we generalize the Cramér–von Mises statistic via projection averaging to obtain a robust test for the multivariate two-sample problem. The proposed test is consistent against …
Dependence measures based on reproducing kernel Hilbert spaces, also known as Hilbert- Schmidt Independence Criterion and denoted HSIC, are widely used to statistically decide …
We consider a novel multivariate nonparametric two-sample testing problem where, under the alternative, distributions $ P $ and $ Q $ are separated in an integral probability metric …
M Albert - High Dimensional Probability VIII: The Oaxaca Volume, 2019 - Springer
Initially motivated by the study of the non-asymptotic properties of non-parametric tests based on permutation methods, concentration inequalities for uniformly permuted sums …
With the recent advancement of data collection techniques, there has been an explosive growth in the sizeand complex of data sets in many application domains. The rise of such …