Kernel based method for the k-sample problem
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In this paper we deal with the problem of testing for the equality of k probability distributions defined on (X,B), where X is a metric space and B is the corresponding Borel σ-field. We introduce a test statistic based on reproducing kernel Hilbert space embeddings and derive its asymptotic distribution under the null hypothesis. Simulations show that the introduced procedure outperforms known methods.
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