A nonparametric approach to high-dimensional k-sample comparison problems

Subhadeep Mukhopadhyay and Kaijun Wang

Biometrika, 2020, vol. 107, issue 3, 555-572

Abstract: SummaryHigh-dimensional $k$-sample comparison is a common task in applications. We construct a class of easy-to-implement distribution-free tests based on new nonparametric tools and unexplored connections with spectral graph theory. The test is shown to have various desirable properties and a characteristic exploratory flavour that has practical consequences for statistical modelling. Numerical examples show that the proposed method works surprisingly well across a broad range of realistic situations.

Keywords: Distribution-free method; Graph-based nonparametric approach; High-dimensional exploratory analysis; High-dimensional k-sample comparison; Spectral graph partitioning (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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