论文检索

可分度量空间中多个分布的相等性检验：最大均值差异方法AI 解读

A new test for equal distributions of several high-dimensional samples in separable metric spaces, with its test statistic constructed based on maximum mean discrepancy, is proposed and studied. The asymptotic null and alternative distributions of the test statistic are established under some mild conditions. The new test is implemented via a three-cumulant matched chi-square approximation with the associated approximation parameters consistently estimated from the data. A…

基于 L₂ 范数的简便高维两样本检验AI 解读

Testing the equality of two means is a fundamental inference problem. For high-dimensional data, the Hotelling’s T2-test either performs poorly or becomes inapplicable. Several modifications have been proposed to address this issue. However, most of them are based on asymptotic normality of the null distributions of their test statistics which inevitably requires strong assumptions on the covariance. We study this problem thoroughly and propose an L2-norm based test that…

多个函数总体协方差函数相等性的新检验AI 解读

In this article, we propose two new tests for the equality of the covariance functions of several functional populations, namely, a quasi-GPF test and a quasi-Fmax test whose test statistics are obtained via globalizing a pointwise quasi-F-test statistic with integration and taking its supremum over some time interval of interest, respectively. Unlike several existing tests, they are scale-invariant in the sense that their test statistics will not change if we multiply each…