Testing independence of functional variables by an Hilbert–Schmidt independence criterion estimator

Terence Kevin Manfoumbi Djonguet, Alban Mbina Mbina and Guy Martial Nkiet

Statistics & Probability Letters, 2024, vol. 207, issue C

Abstract: We propose a method for testing independence of functional variables by using an estimator of the Hilbert–Schmidt Independence Criterion obtained from an appropriate modification of the usual estimator. We get asymptotic normality of this estimator both under independence hypothesis and under the alternative hypothesis. A simulation study that allows to compare the proposed test to an existing one is provided.

Keywords: Independence test; Hilbert–Schmidt independence criterion; Kernel method; Reproducing kernel Hilbert space; Asymptotic normality; Functional data analysis (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2023.110016

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