Two-sample test based on maximum variance discrepancy

Publication date 2 December 2020

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)

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.

This page was built for publication: Two-sample test based on maximum variance discrepancy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6355103)