| Titre |
Asymptotic normality of a generalized maximum mean discrepancy estimator |
| Auteurs |
Ogouyandjou Carlos [3],
BALOGOUN Sosthène [1],
NKIET Guy Martial [2],
|
| Journal: |
Statistics and Probability Letters |
| Catégorie Journal: |
Internationale |
| Impact factor: |
0 |
| Volume Journal: |
169 |
| DOI: |
https://doi.org/10.1016/j.spl.2020.108961 |
| 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. |
| Mots clés |
k-sample problem, Generalized maximum mean discrepancy, Kernel method, Asymptotic normality, Functional data analysis |
| Pages |
1 - 7 |
| Fichier |
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