By Topic

On the asymptotic properties of a nonparametric L1-test statistic of homogeneity

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
G. Biau ; Inst. de Math., Univ. Montpellier, France ; L. Gyorfi

We present two simple and explicit procedures for testing homogeneity of two independent multivariate samples of size n. The nonparametric tests are based on the statistic Tn, which is the L1 distance between the two empirical distributions restricted to a finite partition. Both tests reject the hypothesis of homogeneity if Tn becomes large, i.e., if Tn exceeds a threshold. We first discuss Chernoff-type large deviation properties of Tn. This results in a distribution-free strong consistent test of homogeneity. Then the asymptotic distribution of the test statistic is obtained, leading to an asymptotically α-level test procedure.

Published in:

IEEE Transactions on Information Theory  (Volume:51 ,  Issue: 11 )