We consider two-sample tests for high-dimensional data under two disjoint models: the strongly spiked eigenvalue (SSE) model and the non-SSE (NSSE) model. We provide a general test statistic as a ...

Nicolas Städler, Sach Mukherjee, Two-sample testing in high dimensions, Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 79, No. 1 (JANUARY 2017), pp. 225-246 ...