Asymptotic normality of a generalized maximum mean discrepancy estimator

DOI10.1016/J.SPL.2020.108961MaRDI QIDQ826709zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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Cited in

(8)

• scientific article; zbMATH DE number 3978165 (Why is no real title available?)
• scientific article; zbMATH DE number 7366751 (Why is no real title available?)
• scientific article; zbMATH DE number 4188994 (Why is no real title available?)
• 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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