论文标题
基于内核归一化跨互助操作员的功能变量的独立性测试
An independence test for functional variables based on kernel normalized cross-covariance operator
论文作者
论文摘要
我们通过使用适当核心和重新缩放标准化跨稳态操作员通常经验估计仪的平方希尔伯特 - 施密特标准来获得的测试统计量，提出了一个随机变量的独立性测试。然后，我们在独立性假设下获得了该统计量的渐近正态性，从而为功能随机变量的独立性做出了新的测试。提供了一项允许将拟议测试比较现有测试的模拟研究。
We propose an independence test for random variables valued into metric spaces by using a test statistic obtained from appropriately centering and rescaling the squared Hilbert-Schmidt norm of the usual empirical estimator of normalized cross-covariance operator. We then get asymptotic normality of this statistic under independence hypothesis, so leading to a new test for independence of functional random variables. A simulation study that allows to compare the proposed test to existing ones is provided.
