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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2404.09938 |
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Table of Contents:
- This paper adresses the problem of testing for the equality of $k$ probability distributions on Hilbert spaces, with $k\geqslant 2$. 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