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Measuring and Testing Mutual Dependence of Multivariate Functional Data

Mirosław Krzyśko () and Łukasz Smaga ()
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Mirosław Krzyśko: Interfaculty Institute of Mathematics and Statistics, The President Stanisław Wojciechowski State University of Applied Sciences in Kalisz, Poland
Łukasz Smaga: Faculty of Mathematics and Computer Science, Adam Mickiewicz University, Poznan, Poland

Statistics in Transition New Series, 2020, vol. 21, issue 3, 21-37

Abstract: This paper considers new measures of mutual dependence between multiple multivariate random processes representing multidimensional functional data. In the case...

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:21:y:2020:i:3:p:21-37

DOI: 10.21307/stattrans-2020-042

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