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

Mirosław Krzyśko (), Tomasz Górecki (), Waldemar Wołyński () and Waldemar Ratajczak ()

Statistics in Transition new series, 2016, vol. 17, issue 3, 449-466

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 (search for similar items in EconPapers)
Date: 2016
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Handle: RePEc:csb:stintr:v:17:y:2016:i:3:p:449-466