论文标题

通过Hilbert-Schmidt独立标准估计器测试功能变量的独立性

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

论文作者

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

论文摘要

我们提出了一个从适当修改通常的估计器获得的Hilbert-Schmidt独立标准的估计器。然后,在独立假设和替代假设下,我们都会获得该估计量的渐近正态性。然后介绍了一个对度量空间中价值的随机变量独立性的新测试,并提供了一项允许将建议的测试与现有测试进行比较的模拟研究

We propose an estimator of the Hilbert-Schmidt Independence Criterion obtained from an appropriate modification of the usual estimator. We then get asymptotic normality of this estimator both under independence hypothesis and under the alternative hypothesis. A new test for independence of random variables valued into metric spaces is then introduced, and a simulation study that allows to compare the proposed test to an existing one is provided

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