AN EXTENSION OF THE CLASSICAL DISTANCE CORRELATION COEFFICIENT FOR MULTIVARIATE FUNCTIONAL DATA WITH APPLICATIONS

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Statistics in Transition New Series

Polish Statistical Association

Central Statistical Office of Poland

Subject: Economics , Statistics & Probability

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ISSN: 1234-7655
eISSN: 2450-0291

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VOLUME 17 , ISSUE 3 (September 2016) > List of articles

AN EXTENSION OF THE CLASSICAL DISTANCE CORRELATION COEFFICIENT FOR MULTIVARIATE FUNCTIONAL DATA WITH APPLICATIONS

Tomasz Górecki * / Mirosław Krzy´sko * / Waldemar Ratajczak * / Waldemar Woły´nski *

Keywords : multivariate functional data, functional data analysis, correlation analysis

Citation Information : Statistics in Transition New Series. Volume 17, Issue 3, Pages 449-466, DOI: https://doi.org/10.21307/stattrans-2016-032

License : (CC BY 4.0)

Published Online: 06-July-2017

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ABSTRACT

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.

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