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Energy distance and kernel mean embedding for two sample survival test

Published 3 Jan 2019 in math.ST, stat.ME, and stat.TH | (1901.00833v1)

Abstract: In this article a new family of tests is proposed for the comparison problem of the equality of distribution of two-sample under right censoring scheme. The tests are based on energy distance and kernels mean embedding, are calibrated by permutations and are consistent against all alternatives. The good performance of the new tests in real situations with finite samples is established with a simulation study.

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