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 Wei Dou

The Wharton School, University of Pennsylvania; National Bureau of Economic Research (NBER)

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

Chen, Lisha and Dou, Winston Wei 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

Lisha Chen

Yale University - Department of Statistics ( email )

P.O. Box 208290
New Haven, CT 06520
United States

Winston Wei Dou (Contact Author)

The Wharton School, University of Pennsylvania ( email )

2318 Steinberg Hall - Dietrich Hall
3620 Locust Walk
Philadelphia, PA 19104
United States

HOME PAGE: http://finance-faculty.wharton.upenn.edu/wdou/

National Bureau of Economic Research (NBER) ( email )

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

HOME PAGE: http://www.nber.org/people/winston_wei_dou?page=1&perPage=50

Zhihua Qiao

JP Morgan ( email )

London
United Kingdom

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