Asymptotic normality of a generalized maximum mean discrepancy estimator

2020/03/12 by Balogoun, Armando Sosthene Kali, Nkiet, Guy Martial, Ogouyandjou, Carlos
#46E22 #62E20 #FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2003.05716

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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