HDLSSkST

Testing homogeneity of k multivariate distributions is a classical and challenging problem in statistics, and this becomes even more challenging when the dimension of the data exceeds the sample size. We construct some tests for this purpose which are exact level (size) alpha tests based on clustering. These tests are easy to implement and distribution-free in finite sample situations. Under appropriate regularity conditions, these tests have the consistency property in HDLSS asymptotic regime, where the dimension of data grows to infinity while the sample size remains fixed. We also consider a multiscale approach, where the results for different number of partitions are aggregated judiciously. Details are in Biplab Paul, Shyamal K De and Anil K Ghosh (2021) doi:10.1016/j.jmva.2021.104897; Soham Sarkar and Anil K Ghosh (2019) doi:10.1109/TPAMI.2019.2912599; William M Rand (1971) doi:10.1080/01621459.1971.10482356; Cyrus R Mehta and Nitin R Patel (1983) doi:10.2307/2288652; Joseph C Dunn (1973) doi:10.1080/01969727308546046; Sture Holm (1979) doi:10.2307/4615733; Yoav Benjamini and Yosef Hochberg (1995) doi:10.2307/2346101.

Last 30 days

This package has been downloaded 226 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 2 times.

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Last 365 days

This package has been downloaded 2,389 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Sep 11, 2024 with 30 downloads.

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