Asymptotic normality of a generalized maximum mean discrepancy estimator
| Auteur | OGOUYANDJOU, KOLADE SIMPLICE EPHREM CARLOS | |
| Auteur | BALOGOUN, SOSTHENE | |
| Auteur | NKIET, GUY MARTIAL | |
| Date d'ajout | 2026-06-02T16:06:57Z | |
| Date de disponibilite | 2026-06-02T16:06:57Z | |
| Date de publication | 2020 | |
| Resume | In this paper, we propose an estimator of the generalized maximum mean discrepancy between several probability distributions, constructed by modifying a naive estimator. Asymptotic normality is obtained for this estimator both under equality of these distributions and under the alternative hypothesis, so allowing to achieve a k-sample test for equality of distributions. A simulation study that allows to compare the proposed test to existing ones is provided. | |
| DOI | 10.1016/j.spl.2020.108961 | |
| Autre identifiant | BECDB-8594 | |
| URI | https://dspace.uac.bj/handle/123456789/7715 | |
| Langue | fr | |
| Fait partie de | Statistics and Probability Letters | |
| Sujet | k-sample problem | |
| Sujet | Generalized maximum mean discrepancy | |
| Sujet | Kernel method | |
| Sujet | Asymptotic normality | |
| Sujet | Functional data analysis | |
| Titre | Asymptotic normality of a generalized maximum mean discrepancy estimator | |
| Type | Article |
