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Autori principali: Shen, Chifeng, Fu, Yuejiao, Chen, Michael, Shi, Xiaoping
Natura: Preprint
Pubblicazione: 2025
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Accesso online:https://arxiv.org/abs/2511.19381
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author Shen, Chifeng
Fu, Yuejiao
Chen, Michael
Shi, Xiaoping
author_facet Shen, Chifeng
Fu, Yuejiao
Chen, Michael
Shi, Xiaoping
contents Statistical depth, which measures the center-outward rank of a given sample with respect to its underlying distribution, has become a popular and powerful tool in nonparametric inference. In this paper, we investigate the use of statistical depth in multivariate two-sample problems. We propose a new depth-based nonparametric two-sample test, which has the Chi-square(1) asymptotic distribution under the null hypothesis. Simulations and real-data applications highlight the efficacy and practical value of the proposed test.
format Preprint
id arxiv_https___arxiv_org_abs_2511_19381
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Asymptotic linear dependence and ellipse statistics for multivariate two-sample homogeneity test
Shen, Chifeng
Fu, Yuejiao
Chen, Michael
Shi, Xiaoping
Methodology
62G10
Statistical depth, which measures the center-outward rank of a given sample with respect to its underlying distribution, has become a popular and powerful tool in nonparametric inference. In this paper, we investigate the use of statistical depth in multivariate two-sample problems. We propose a new depth-based nonparametric two-sample test, which has the Chi-square(1) asymptotic distribution under the null hypothesis. Simulations and real-data applications highlight the efficacy and practical value of the proposed test.
title Asymptotic linear dependence and ellipse statistics for multivariate two-sample homogeneity test
topic Methodology
62G10
url https://arxiv.org/abs/2511.19381