Testing for homogeneity of several functional variables via multiple maximum variance discrepancy

2024/04/15 by Balogoun, Armando Sosthène Kali, Nkiet, Guy Martial
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2404.09938

Abstract

This paper adresses the problem of testing for the equality of k probability distributions on Hilbert spaces, with k\geqslant 2. We introduce a generalization of the maximum variance discrepancy called multiple maximum variance discrepancy (MMVD). Then, a consistent estimator of this measure is proposed as test statistic, and its asymptotic distribution under the null hypothesis is derived. A simulation study comparing the proposed test with existing ones is provided

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