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arXiv · 2003.05716

Asymptotic normality of a generalized maximum mean discrepancy estimator

Armando Sosthene Kali Balogoun·Guy Martial Nkiet·Carlos Ogouyandjou
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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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Armando Sosthene Kali Balogoun, Guy Martial Nkiet, Carlos Ogouyandjou. 2020-03-12. Asymptotic normality of a generalized maximum mean discrepancy estimator. https://arxiv.org/abs/2003.05716

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