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stat.CO2024
Computationally efficient permutation tests for the multivariate two-sample problem based on energy distance or maximum mean discrepancy statistics
Elias Chaibub Neto
Non-parametric two-sample tests based on energy distance or maximum mean discrepancy are widely used statistical tests for comparing multivariate data from two populations. While t…
stat.CO2014
Speeding up bootstrap computations: a vectorized implementation for statistics based on sample moments
E. Chaibub Neto
In this note we propose a vectorized implementation of the non-parametric bootstrap for statistics based on sample moments. Basically, we adopt the multinomial sampling formulation…