English

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 kk probability distributions on Hilbert spaces, with k2k\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

Keywords

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}
}
R2 v1 2026-06-28T15:54:50.598Z