Two-sample test based on maximum variance discrepancy
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Publication:6355103
arXiv2012.00980MaRDI QIDQ6355103FDOQ6355103
Authors: Natsumi Makigusa 
Publication date: 2 December 2020
Abstract: In this article, we introduce a novel discrepancy called the maximum variance discrepancy for the purpose of measuring the difference between two distributions in Hilbert spaces that cannot be found via the maximum mean discrepancy. We also propose a two-sample goodness of fit test based on this discrepancy. We obtain the asymptotic null distribution of this two-sample test, which provides an efficient approximation method for the null distribution of the test.
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)
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