Asymptotic normality of a generalized maximum mean discrepancy estimator

Armando Sosthène Kali Balogoun, Guy Martial Nkiet and Carlos Ogouyandjou

Statistics & Probability Letters, 2021, vol. 169, issue C

Abstract: 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.

Keywords: k-sample problem; Generalized maximum mean discrepancy; Kernel method; Asymptotic normality; Functional data analysis (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2020.108961

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