Testing equality of several distributions in separable metric spaces: A maximum mean discrepancy based approach
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DOI: 10.1016/j.jeconom.2022.03.007
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Cited by:
- Zhang, Jin-Ting & Zhu, Tianming, 2024. "A fast and accurate kernel-based independence test with applications to high-dimensional and functional data," Journal of Multivariate Analysis, Elsevier, vol. 202(C).
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More about this item
Keywords
Data heterogeneity; Multi-sample test for equal distributions; Maximum mean discrepancy; Three-cumulant matched chi-square-approximation; Gaussian kernel;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
Statistics
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