- Tytuł:
- An Extension of the Classical Distance Correlation Coefficient for Multivariate Functional Data with Applications
- Autorzy:
-
Górecki, Tomasz
Krzyśko, Mirosław
Ratajczak, Waldemar
Wołyński, Waldemar - Powiązania:
- https://bibliotekanauki.pl/articles/465741.pdf
- Data publikacji:
- 2016
- Wydawca:
- Główny Urząd Statystyczny
- Tematy:
-
multivariate functional data
functional data analysis
correlation analysis - Opis:
- 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.
- Źródło:
-
Statistics in Transition new series; 2016, 17, 3; 449-466
1234-7655 - Pojawia się w:
- Statistics in Transition new series
- Dostawca treści:
- Biblioteka Nauki