2 papers
stat.ME2026
Estimation of time series by Maximum Mean Discrepancy
Pierre Alquier, Jean-David Fermanian, Benjamin Poignard
We define two minimum distance estimators for dependent data by minimizing some approximated Maximum Mean Discrepancy distances between the true empirical distribution of observati…
stat.ME2024
Distribution free MMD tests for model selection with estimated parameters
Florian Brück, Jean-David Fermanian, Aleksey Min
There exist some testing procedures based on the maximum mean discrepancy (MMD) to address the challenge of model specification. However, they ignore the presence of estimated para…