Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence

DOI10.3150/21-BEJ1338MaRDI QIDQ2073208

Pierre Alquier, Badr-Eddine Chérief-Abdellatif

Publication date: 1 February 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.05737

zbMATH Keywords

minimum distance estimationkernel methodsrobust statisticsweak dependenceRKHSuniversal estimation

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Related Items (4)

A Bayesian approach to (online) transfer learning: theory and algorithms ⋮ Discrepancy-based inference for intractable generative models using quasi-Monte Carlo ⋮ Estimation of Copulas via Maximum Mean Discrepancy ⋮ Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence

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