Abstract
Multivariate generalizations of the Wald-Wolfowitz runs statistic and the Smirnov maximum deviation statistic for the two-sample problem are presented. They are based on the minimal spanning tree of the pooled sample points. Some null distribution results are derived and a simulation study of power is reported.
Citation
Jerome H. Friedman. Lawrence C. Rafsky. "Multivariate Generalizations of the Wald-Wolfowitz and Smirnov Two-Sample Tests." Ann. Statist. 7 (4) 697 - 717, July, 1979. https://doi.org/10.1214/aos/1176344722
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