Generalized Nonparametric Composite Tests for High-Dimensional Data

Generalized Nonparametric Composite Tests for High-Dimensional Data

In this paper, composite high-dimensional nonparametric tests for two samples are proposed, by using component-wise Wilcoxon–Mann–Whitney-type statistics. No distributional assumption, moment condition, or parametric model is required for the development of the tests and the theoretical results. Two...

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Bibliographic Details
Main Authors: Xiaoli Kong, Alejandro Villasante-Tezanos, Solomon W. Harrar
Format: Article
Language:English
Published: MDPI AG 2022-06-01
Series:Symmetry
Subjects:
high dimension
two-sample test
Wilcoxon–Mann–Whitney
nonparametric
<i>α</i>-mixing
Online Access:https://www.mdpi.com/2073-8994/14/6/1153

Internet

https://www.mdpi.com/2073-8994/14/6/1153

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