Two-Sample Smooth Tests for the Equality of Distributions in One and Higher Dimensions.
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For detail: Zhou, W., Zheng, C. and Zhang, Z. (2016). Two-Sample Smooth Tests for the Equality of Distributions in One and Higher Dimensions. Bernoulli.
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C/openMP code with R interface for parallel computing invovled in testing the equality of distributions of large, high-dimensioanl data. MATLAB code with parallel computing is also included.