Asymptotic normality of a generalized maximum mean discrepancy estimator
Statistics Theory
2020-03-13 v1 Statistics Theory
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.
Cite
@article{arxiv.2003.05716,
title = {Asymptotic normality of a generalized maximum mean discrepancy estimator},
author = {Armando Sosthene Kali Balogoun and Guy Martial Nkiet and Carlos Ogouyandjou},
journal= {arXiv preprint arXiv:2003.05716},
year = {2020}
}