Asymptotic normality of a generalized maximum mean discrepancy estimator

03/12/2020

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by   Armando Sosthene Kali Balogoun, et al.

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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.