A0563
Title: Testing for the equality of distributions in high dimension
Authors: Xu Li - Shanxi Normal University (China) [presenting]
Abstract: A new homogeneous test is proposed for two high-dimensional random vectors. The test is built on a new measure, the so-called characteristic distance, which can completely characterize the homogeneity of two distributions. The newly proposed metric has some desirable properties; for example, it possesses a clear and intuitive probabilistic interpretation and could be used to address the high-dimensional distance inference. Theoretically, the limiting behaviors under the conventional fixed dimension and high-dimensional distance inference are thoroughly investigated. Simulation studies and real data analysis are presented to illustrate the finite-sample performance of the proposed test statistic.
