A One-Sample Test for Normality with Kernel Methods

Preprint, Other literature type English OPEN
Kellner, Jérémie; Celisse, Alain;
  • Publisher: HAL CCSD
  • Journal: issn: 1350-7265
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.3150/18-BEJ1037
  • Subject: Mathematics - Statistics Theory | Maximum Mean Discrepancy | Normality test | kernel methods | parametric bootstrap | Goodness-of fit test | [ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST] | Reproducing Kernel Hilbert Space | Gaussian process | sequential testing

We propose a new one-sample test for normality in a Reproducing Kernel Hilbert Space (RKHS). Namely, we test the null-hypothesis of belonging to a given family of Gaussian distributions. Hence, our procedure may be applied either to test data for normality or to test pa... View more
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