.Measures of association between two random variables (r.v.) that
are symmetric nondecreasing functions of the canonical coefficients provided by
the nonlinear canonical analysis of the r.v.’s are studied. These
measures can be used to characterize independence. Their estimators are
obtained by estimating a suitable approximation to nonlinear canonical
analysis. When some conditions are satisfied, asymptotic distributions of the
estimators, both under the independence hypothesis and under dependence, are
given. A class of tests of independence with asymptotic level of significance
can be investigated.
Publié le : 1998-08-14
Classification:
Measure of association,
nonlinear canonical analysis,
symmetric nondecreasing functions,
approximating and estimating nonlinear canonical
analysis,
independence tests,
62H20,
62H15,
62G10
@article{1024691242,
author = {Dauxois, Jacques and Nkiet, Guy Martial},
title = {Nonlinear canonical analysis and independence tests},
journal = {Ann. Statist.},
volume = {26},
number = {3},
year = {1998},
pages = { 1254-1278},
language = {en},
url = {http://dml.mathdoc.fr/item/1024691242}
}
Dauxois, Jacques; Nkiet, Guy Martial. Nonlinear canonical analysis and independence tests. Ann. Statist., Tome 26 (1998) no. 3, pp. 1254-1278. http://gdmltest.u-ga.fr/item/1024691242/