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

Author

Listed:
  • Górecki Tomasz

    (Faculty of Mathematics and Computer Science, Colorado State University, Colorado, ; United States)

  • Krzyśko Mirosław

    (Faculty of Mathematics and Computer Science, Adam Mickiewicz University, Poznan, ; Poland)

  • Ratajczak Waldemar

    (Faculty of Geographical and Geological Sciences, Adam Mickiewicz University, Poznan, ; Poland)

  • Wołyński Waldemar

    (Faculty of Mathematics and Computer Science, Adam Mickiewicz University, Poznan, ; Poland)

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.

Suggested Citation

  • Górecki Tomasz & Krzyśko Mirosław & Ratajczak Waldemar & Wołyński Waldemar, 2016. "An Extension of the Classical Distance Correlation Coefficient for Multivariate Functional Data with Applications," Statistics in Transition New Series, Polish Statistical Association, vol. 17(3), pages 449-466, September.
    • Handle: RePEc:vrs:stintr:v:17:y:2016:i:3:p:449-466:n:14
    DOI: 10.21307/stattrans-2016-032
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    References listed on IDEAS

    as
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