Kavli Affiliate: Feng Long| Summary: We develop a rank-based framework for high-dimensional two-sample testing that detects marginal distributional differences beyond means and variances. Three marginal likelihood-ratio statistics generate SUM tests for widespread differences, MAX tests for concentrated departures, and Cauchy combinations for unknown signal sparsity. The procedures retain all pooled ranks and impose no moment […]
Continue.. High-Dimensional Two-Sample Inference via Marginal Likelihood-Ratio Rank Statistics