Asymptotic linear dependence and ellipse statistics for multivariate two-sample homogeneity test
Methodology
2025-11-25 v1
Abstract
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.
Cite
@article{arxiv.2511.19381,
title = {Asymptotic linear dependence and ellipse statistics for multivariate two-sample homogeneity test},
author = {Chifeng Shen and Yuejiao Fu and Michael Chen and Xiaoping Shi},
journal= {arXiv preprint arXiv:2511.19381},
year = {2025}
}
Comments
19 pages; 9 figures