Supplement to 'Ensemble Sub-sampling for Imbalanced Multivariate Two-Sample Tests'
Journal of the American Statistical Association, 2013
23 Pages Posted: 12 Nov 2020
Date Written: April 22, 2013
In this supplemental article, we provide detailed proofs for the propositions and theorems in the main paper.
Keywords: Corporate Finance, Ensemble Methods, Imbalanced Learning, Kolmogorov-Smirnov Test, Nearest Neighbors Methods, Sub-Sampling Methods, Multivariate Two-Sample Tests
JEL Classification: C10, C40, C52, G32, G35
Suggested Citation: Suggested Citation