Nonparametric Tests between Distributions
published: Feb. 25, 2007, recorded: October 2005, views: 780
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Reproducing Kernel Hilbert Spaces have been mainly used for estimation. Distributional tests in this area were mainly concerned with tests for independence of random variables. We give concentration of measure bounds for the latter using an easy to compute criterion between spaces of observations. In addition, we show that a similar criterion can be used easily for the purpose of testing the identity between two distributions. In both cases, we prove necessary and sufficient conditions for the tests.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !