Testing for homogeneity of several functional variables via multiple maximum variance discrepancy
Statistics Theory
2024-04-16 v1 Statistics Theory
Abstract
This paper adresses the problem of testing for the equality of probability distributions on Hilbert spaces, with . 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
Cite
@article{arxiv.2404.09938,
title = {Testing for homogeneity of several functional variables via multiple maximum variance discrepancy},
author = {Armando Sosthène Kali Balogoun and Guy Martial Nkiet},
journal= {arXiv preprint arXiv:2404.09938},
year = {2024}
}