IDEAS home Printed from
   My bibliography  Save this article

High dimensional two-sample test based on the inter-point distance


  • Shin-ichi Tsukada

    () (Meisei University)


Abstract The multivariate two-sample problem has been extensively investigated, and various methods have been proposed. However, most two-sample tests perform poorly when applied to high-dimensional data, and many of them are not applicable when the dimension of the data exceeds the sample size. We reconsider two previously reported tests (Baringhaus and Franz in Stat Sin 20:1333–1361, 2010; Biswas and Ghosh in J Multivar Anal 123:160–171, 2014), and propose two new criteria. Simulations demonstrate that the power of the proposed test is stable for high-dimensional data and large samples, and the power of our test is equivalent to that of the test by Biswas and Ghosh when the covariance matrices are different. We also investigate the theoretical properties of our test when the dimension tends to infinity and the sample size is fixed, and when the dimension is fixed and the sample size tends to infinity. In these cases, the proposed test is asymptotically distribution-free and consistent.

Suggested Citation

  • Shin-ichi Tsukada, 2019. "High dimensional two-sample test based on the inter-point distance," Computational Statistics, Springer, vol. 34(2), pages 599-615, June.
  • Handle: RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-017-0777-4
    DOI: 10.1007/s00180-017-0777-4

    Download full text from publisher

    File URL:
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    As the access to this document is restricted, you may want to search for a different version of it.


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-017-0777-4. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Mallaigh Nolan). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.