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Title:
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Measuring non-linear dependence for two random variables distributed along a curve
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Author:
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Delicado Useros, Pedro Francisco; Marcelo, Smrekar
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Other authors:
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Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa; Universitat Politècnica de Catalunya. ADBD - Anàlisi de Dades Complexes per a les Decisions Empresarials |
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Abstract:
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The final publication is available at link.springer.com |
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Abstract:
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We propose new dependence measures for two real random variables not necessarily linearly related. Covariance and linear correlation are expressed in terms of principal components and are generalized for variables distributed along a curve. Properties of these measures are discussed. The new measures are estimated using principal curves and are computed for simulated and real data sets. Finally, we present several statistical applications for the new dependence measures. |
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Abstract:
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Peer Reviewed |
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Subject(s):
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-Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa
-Dependence measures
-Independence tests
-Linearity tests
-Principal curves
-Rényi’s axioms
-Similarity measures for pairs of variables
-Classificació AMS::90 Operations research, mathematical programming |
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Rights:
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Document type:
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Article - Submitted version
Article |
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