High-dimensional test for normality

Document type :
Communication dans un congrès avec actes
Title :
High-dimensional test for normality
Author(s) :
Kellner, Jérémie [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
MOdel for Data Analysis and Learning [MODAL]
Celisse, Alain [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Conference title :
Journées des Statistiques
City :
Rennes
Country :
France
Start date of the conference :
2014-06-02
HAL domain(s) :
Mathématiques [math]/Statistiques [math.ST]
English abstract : [en]
A new goodness-of-fit test for normality in high-dimension (and Reproducing Kernel Hilbert Space) is proposed. It shares common ideas with the Maximum Mean Discrepancy (MMD) it outperforms both in terms of computation time ...
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Language :
Anglais
Peer reviewed article :
Oui
Audience :
Nationale
Popular science :
Non
Collections :
Source :
Harvested from HAL
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