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A Kendall correlation coefficient between functional data

Author

Listed:
  • Dalia Valencia

    (Universidad Carlos III de Madrid)

  • Rosa E. Lillo

    (Universidad Carlos III de Madrid)

  • Juan Romo

    (Universidad Carlos III de Madrid)

Abstract

Measuring dependence is a very important tool to analyze pairs of functional data. The coefficients currently available to quantify association between two sets of curves show a non robust behavior under the presence of outliers. We propose a new robust numerical measure of association for bivariate functional data. We extend in this paper Kendall coefficient for finite dimensional observations to the functional setting. We also study its statistical properties. An extensive simulation study shows the good behavior of this new measure for different types of functional data. Moreover, we apply it to establish association for real data, including microarrays time series in genetics.

Suggested Citation

  • Dalia Valencia & Rosa E. Lillo & Juan Romo, 2019. "A Kendall correlation coefficient between functional data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(4), pages 1083-1103, December.
    • Handle: RePEc:spr:advdac:v:13:y:2019:i:4:d:10.1007_s11634-019-00360-z
    DOI: 10.1007/s11634-019-00360-z
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    References listed on IDEAS

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    1. Cardot, Hervé & Ferraty, Frédéric & Sarda, Pascal, 1999. "Functional linear model," Statistics & Probability Letters, Elsevier, vol. 45(1), pages 11-22, October.
    2. López-Pintado, Sara & Romo, Juan, 2009. "On the Concept of Depth for Functional Data," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 718-734.
    3. Lopez-Pintado, Sara & Romo, Juan, 2007. "Depth-based inference for functional data," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4957-4968, June.
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    Cited by:

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