Asymptotic normality of a generalized maximum mean discrepancy estimator

DOI10.1016/J.SPL.2020.108961zbMATH Open1455.62050arXiv2003.05716OpenAlexW3089457950MaRDI QIDQ826709FDOQ826709

Authors: Armando Sosthène Kali Balogoun, Guy Martial Nkiet, Carlos Ogouyandjou 

Publication date: 6 January 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: In this paper, we propose an estimator of the generalized maximum mean discrepancy between several 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.

Full work available at URL: https://arxiv.org/abs/2003.05716

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zbMATH Keywords

asymptotic normalityfunctional data analysiskernel method\(k\)-sample problemgeneralized maximum mean discrepancy

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Functional data analysis (62R10) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

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Cited In (8)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space
• Homogeneity tests for several distributions in Hilbert space based on multiple maximum variance discrepancy
• Asymptotic normality of a modified estimator of Gini distance correlation
• Asymptotic expansion of the percentiles for a sample mean standardized by GMD in a normal case with applications
• Asymptotics and practical aspects of testing normality with kernel methods
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Uses Software

• fdANOVA

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