Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
In this article, we propose a general framework for distribution-free nonparametric testing in multi-dimensions, based on a notion of multivariate ranks defined using the theory of measure transportation. Unlike other existing proposals in the literature, these multivariate ranks share a number of useful properties with the usual one-dimensional ranks; most …