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

Summary/Abstract: The relationship between two sets of real variables defined for the same individualscan be evaluated by a few different correlation coefficients. For the functional datawe have one important tool: canonical correlations. It is not immediately straightforwardto 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 multivariatefunctional case.The approaches discussed are illustrated with an application to some socio-economicdata.

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