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

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Listed:
  • Mirosław Krzyśko
  • Tomasz Górecki
  • Waldemar Wołyński
  • Waldemar Ratajczak

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.

Suggested Citation

  • Mirosław Krzyśko & Tomasz Górecki & Waldemar Wołyński & Waldemar Ratajczak, 2016. "An Extension of the Classical Distance Correlation Coefficient for Multivariate Functional Data with Applications," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 17(3), pages 449-466, September.
    • Handle: RePEc:csb:stintr:v:17:y:2016:i:3:p:449-466
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    References listed on IDEAS

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