Section: New Results

Normality test in RKHS

Participants : Alain Celisse, Jérémie Kellner.

In the kernel method framework, we use the MMD (maximum mean discrepancy) to derive a new goodness-of-fit test that can be used in the RKHS. When applied to the usual $R^d$ setting, our test does not seem too sensitive to any increase on the dimension $d$ unlike other ongoing approaches. With an infinite dimension RKHS, it exhibits a good power for a prescribed level of type-I error control.