Supplement to 'Ensemble Sub-sampling for Imbalanced Multivariate Two-Sample Tests'

Chen, Lisha; Dou, Winston; Qiao, Zhihua

doi:10.2139/ssrn.3698521

Supplement to 'Ensemble Sub-sampling for Imbalanced Multivariate Two-Sample Tests'

Journal of the American Statistical Association, 2013

23 Pages Posted: 12 Nov 2020

See all articles by Lisha Chen

Lisha Chen

Yale University - Department of Statistics

Winston Dou

The Wharton School, University of Pennsylvania

Zhihua Qiao

JP Morgan

Date Written: April 22, 2013

Abstract

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

Chen, Lisha and Dou, Winston and Qiao, Zhihua, Supplement to 'Ensemble Sub-sampling for Imbalanced Multivariate Two-Sample Tests' (April 22, 2013). Journal of the American Statistical Association, 2013, Available at SSRN: https://ssrn.com/abstract=3698521 or http://dx.doi.org/10.2139/ssrn.3698521