文章基本信息

标题：AN EXTENSION OF THE CLASSICAL DISTANCE CORRELATION COEFFICIENT FOR MULTIVARIATE FUNCTIONAL DATA WITH APPLICATIONS
本地全文：下载
作者：Tomasz Górecki ; Mirosław Krzy´sko ; Waldemar Ratajczak 等
期刊名称：Statistics in Transition
印刷版ISSN：1234-7655
电子版ISSN：2450-0291
出版年度：2016
卷号：17
期号：3
页码：449-466
DOI：10.21307/stattrans-2016-032
出版社：Exeley Inc.
摘要：The relationship between two sets of real variables defined for the same individuals can be evaluated by a few different correlation coefficients. For the functional data we have one important tool: canonical correlations. It is not immediately straightforward to extend other similar measures to the context of functional data analysis. In this work we show how to use the distance correlation coefficient for a multivariate functional case. The approaches discussed are illustrated with an application to some socio-economic data.
关键词：multivariate functional data;functional data analysis;correlation analysis