Adaptive test of independence based on HSIC measures

Autor: Albert, Mélisande, Laurent, Béatrice, Marrel, Amandine, Meynaoui, Anouar

Publikováno v: Annals of Statistics
Annals of Statistics, 2022, 50 (2), pp.858-879. ⟨10.1214/21-AOS2129⟩

Dependence measures based on reproducing kernel Hilbert spaces, also known as Hilbert-Schmidt Independence Criterion and denoted HSIC, are widely used to statistically decide whether or not two random vectors are dependent. Recently, non-parametric H

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aab1d21566aa726651243d35e74f548b
https://hal.science/hal-02020084v4/file/adapt_HSIC_test-HAL-v4.pdf

Adaptive goodness-of-fit tests in a density model

Autor: Magalie Fromont, Béatrice Laurent

Publikováno v: Annals of Statistics
Annals of Statistics, Institute of Mathematical Statistics, 2006, 34 (2), pp.680-720. ⟨10.1214/009053606000000119⟩
The Annals of Statistics
The Annals of Statistics, IMS, 2006, 34 (2), pp.680-720. 〈10.1214/009053606000000119〉
Annals of Statistics, 2006, 34 (2), pp.680-720. ⟨10.1214/009053606000000119⟩
Ann. Statist. 34, no. 2 (2006), 680-720

Given an i.i.d. sample drawn from a density $f$, we propose to test that $f$ equals some prescribed density $f_0$ or that $f$ belongs to some translation/scale family. We introduce a multiple testing procedure based on an estimation of the $\mathbb{L

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::84983bb476dd879157fa79c1ca8bff38
https://hal.archives-ouvertes.fr/hal-00457755