The paper's parametric bootstrap substitutes the sample-size variance 1/(N+1/2) with the standard error of the sample standard deviation, biasing the MMD and invalidating its significance tests.
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A Parametric Bootstrap for the Mean Measure of Divergence
The paper's parametric bootstrap substitutes the sample-size variance 1/(N+1/2) with the standard error of the sample standard deviation, biasing the MMD and invalidating its significance tests.