Asymptotic linear dependence and ellipse statistics for multivariate two-sample homogeneity test
By: Chifeng Shen , Yuejiao Fu , Michael Chen and more
Potential Business Impact:
Finds if two groups of data are different.
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.
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