An extension of the  classical distance correlation coefficient for multivariate functional data with  applications

Tomasz Górecki; Mirosław  Krzyśko; Waldemar  Ratajczak; Waldemar  Wołyński

doi:https://doi.org/10.59170/stattrans-2016-026

An extension of the classical distance correlation coefficient for multivariate functional data with applications

Tomasz Górecki Faculty of Mathematics and Computer Science, Adam Mickiewicz University, Poland. Department of Statistics, Colorado State University, USA , Mirosław Krzyśko Faculty of Mathematics and Computer Science, Adam Mickiewicz University, Poland. , Waldemar Ratajczak Faculty of Geographical and Geological Sciences, Adam Mickiewicz University, Poland. , Waldemar Wołyński Faculty of Mathematics and Computer Science, Adam Mickiewicz University, Poland. Statistics in Transition new series, vol. 17, 2016, 3, pages: 449-466 Published online: 1 September 2016 https://doi.org/10.59170/stattrans-2016-026

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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.

KEYWORDS

multivariate functional data, functional data analysis, correlation analysis

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