An exact distribution‐free test comparing two multivariate distributions based on adjacency

@article{Rosenbaum2005AnED,
  title={An exact distribution‐free test comparing two multivariate distributions based on adjacency},
  author={P. Rosenbaum},
  journal={Journal of The Royal Statistical Society Series B-statistical Methodology},
  year={2005},
  volume={67},
  pages={515-530}
}
  • P. Rosenbaum
  • Published 2005
  • Mathematics
  • Journal of The Royal Statistical Society Series B-statistical Methodology
  • Summary. A new test is proposed comparing two multivariate distributions by using distances between observations. Unlike earlier tests using interpoint distances, the new test statistic has a known exact distribution and is exactly distribution free. The interpoint distances are used to construct an optimal non-bipartite matching, i.e. a matching of the observations into disjoint pairs to minimize the total distance within pairs. The cross-match statistic is the number of pairs containing one… CONTINUE READING
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