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Article Dans Une Revue Journal of Statistical Planning and Inference Année : 2016

On the Consistency of the Crossmatch Test

Résumé

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.

Dates et versions

hal-01207979 , version 1 (01-10-2015)

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Ery Arias-Castro, Bruno Pelletier. On the Consistency of the Crossmatch Test. Journal of Statistical Planning and Inference, 2016, 171, pp.184-190. ⟨10.1016/j.jspi.2015.10.003⟩. ⟨hal-01207979⟩
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