Polish Statistical Association
Central Statistical Office of Poland
Subject: Economics , Statistics & Probability
ISSN: 1234-7655
eISSN: 2450-0291
SEARCH WITHIN CONTENT
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
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.