Equivalence of distance-based and RKHS-based statistics in hypothesis testing
We provide a unifying framework linking two classes of statistics used in two-sample and independence testing: on the one hand, the energy distances and distance covariances from the statistics literature; on the other, maximum mean discrepancies (MMD), that is, distances between embeddings of distr...
| Main Authors: | , , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
2013
|