An Extension of the Classical Distance Correlation Coefficient for Multivariate Functional Data with Applications

• Authors: Górecki Tomasz , Krzyśko Mirosław , Ratajczak Waldemar , Wołyński Waldemar
• Languages of publication: EN

Abstracts

EN

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.

Keywords

EN

multivariate functional data; functional data analysis; correlation analysis

• Publisher: Główny Urząd Statystyczny
• Journal: Statistics in Transition new series
• Year: 2016
• Volume: 17
• Issue: 3
• Pages: 449-466

Contributors

author

Górecki Tomasz

• Adam Mickiewicz University

author

Krzyśko Mirosław

• Adam Mickiewicz University

author

Ratajczak Waldemar

• Adam Mickiewicz University

author

Wołyński Waldemar

• Adam Mickiewicz University

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