Testing equality of several distributions in separable metric spaces: a maximum mean discrepancy based approach

DOI10.1016/j.jeconom.2022.03.007MaRDI QIDQ6190961

Bu Zhou, Jin-Ting Zhang, Jia Guo

Publication date: 6 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Gaussian kernelmaximum mean discrepancydata heterogeneitythree-cumulant matched chi-square-approximationmulti-sample test for equal distributions

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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