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Autor
Krzyśko Mirosław (The President Stanisław Wojciechowski State University of Applied Sciences in Kalisz, Poland), Smaga Łukasz (Adam Mickiewicz University in Poznań, Poland)
Tytuł
Measuring and Testing Mutual Dependence of Multivariate Functional Data
Źródło
Statistics in Transition, 2020, vol. 21, nr 3, s. 21-37, rys., tab., bibliogr. s. 35-37
Słowa kluczowe
Analiza zależności, Analiza danych funkcjonalnych, Miara odległości, Wielowymiarowa analiza statystyczna
Dependency analysis, Functional data analysis, Distance measures, Multi-dimensional statistical analysis
Uwagi
summ.
Abstrakt
This paper considers new measures of mutual dependence between multiple multivariate random processes representing multidimensional functional data. In the case of two processes, the extension of functional distance correlation is used by selecting appropriate weight function in the weighted distance between characteristic functions of joint and marginal distributions. For multiple random processes, two measures are sums of squared measures for pairwise dependence. The dependence measures are zero if and only if the random processes are mutually independent. This property is used to construct permutation tests for mutual independence of random processes. The finite sample properties of these tests are investigated in simulation studies. The use of the tests and the results of simulation studies are illustrated with an example based on real data. (original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Pełny tekst
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Bibliografia
Pokaż
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Cytowane przez
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ISSN
1234-7655
Język
eng
URI / DOI
http://dx.doi.org/10.21307/stattrans-2020-042
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