Asymptotic normality of a generalized maximum mean discrepancy estimator

AuteurOGOUYANDJOU, KOLADE SIMPLICE EPHREM CARLOS
AuteurBALOGOUN, SOSTHENE
AuteurNKIET, GUY MARTIAL
Date d'ajout2026-06-02T16:06:57Z
Date de disponibilite2026-06-02T16:06:57Z
Date de publication2020
ResumeIn 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.
DOI10.1016/j.spl.2020.108961
Autre identifiantBECDB-8594
URIhttps://dspace.uac.bj/handle/123456789/7715
Languefr
Fait partie deStatistics and Probability Letters
Sujetk-sample problem
SujetGeneralized maximum mean discrepancy
SujetKernel method
SujetAsymptotic normality
SujetFunctional data analysis
TitreAsymptotic normality of a generalized maximum mean discrepancy estimator
TypeArticle

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