On the Consistency of the Crossmatch Test
Statistics Theory
2015-09-22 v1 Statistics Theory
Abstract
Rosenbaum (2005) proposed the crossmatch test for two-sample goodness-of-fit testing in arbitrary dimensions. We prove that the test is consistent against all fixed alternatives. In the process, we develop a general consistency result based on (Henze & Penrose, 1999) that applies more generally.
Keywords
Cite
@article{arxiv.1509.05790,
title = {On the Consistency of the Crossmatch Test},
author = {Ery Arias-Castro and Bruno Pelletier},
journal= {arXiv preprint arXiv:1509.05790},
year = {2015}
}