Multivariate Generalizations of the Wald-Wolfowitz and Smirnov Two-Sample Tests
Friedman, Jerome H. ; Rafsky, Lawrence C.
Ann. Statist., Tome 7 (1979) no. 1, p. 697-717 / Harvested from Project Euclid
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Multivariate generalizations of the Wald-Wolfowitz runs statistic and the Smirnov maximum deviation statistic for the two-sample problem are presented. They are based on the minimal spanning tree of the pooled sample points. Some null distribution results are derived and a simulation study of power is reported.
Publié le : 1979-07-14
Classification:  Nonparametric two-sample tests,  multivariate observations,  runs,  Wald-Wolfowitz test,  Smirnov test,  minimal spanning trees,  62G10,  62H15,  05C05,  62G30,  62H20 
@article{1176344722,
     author = {Friedman, Jerome H. and Rafsky, Lawrence C.},
     title = {Multivariate Generalizations of the Wald-Wolfowitz and Smirnov Two-Sample Tests},
     journal = {Ann. Statist.},
     volume = {7},
     number = {1},
     year = {1979},
     pages = { 697-717},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344722}
}

Friedman, Jerome H.; Rafsky, Lawrence C. Multivariate Generalizations of the Wald-Wolfowitz and Smirnov Two-Sample Tests. Ann. Statist., Tome 7 (1979) no. 1, pp.  697-717. http://gdmltest.u-ga.fr/item/1176344722/