论文标题
基于最大方差差异的两样本测试
Two-sample test based on maximum variance discrepancy
论文作者
论文摘要
在本文中，我们介绍了一种称为最大方差差异的新颖差异，目的是衡量希尔伯特空间中两个分布之间的差异，这些分布是通过最大平均差异无法找到的。我们还提出了基于此差异的两个样本拟合测试优点。我们获得了该两样本测试的渐近无效分布，该测试为测试的无效分布提供了有效的近似方法。
In this article, we introduce a novel discrepancy called the maximum variance discrepancy for the purpose of measuring the difference between two distributions in Hilbert spaces that cannot be found via the maximum mean discrepancy. We also propose a two-sample goodness of fit test based on this discrepancy. We obtain the asymptotic null distribution of this two-sample test, which provides an efficient approximation method for the null distribution of the test.
