On the Consistency of the Crossmatch Test

Published 18 Sep 2015 in math.ST and stat.TH | (1509.05790v1)

Abstract: 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.

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