No single goodness-of-fit or two-sample test reliably detects deviations across all multivariate scenarios, so the authors recommend a small combination of methods that together cover the simulated cases.
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Power Studies For Two-Sample and Goodness-of-Fit Methods For Multivariate Data
No single goodness-of-fit or two-sample test reliably detects deviations across all multivariate scenarios, so the authors recommend a small combination of methods that together cover the simulated cases.