Testing independence of functional variables by an Hilbert-Schmidt independence criterion estimator
Statistics Theory
2022-06-24 v1 Statistics Theory
Abstract
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
Keywords
Cite
@article{arxiv.2206.11607,
title = {Testing independence of functional variables by an Hilbert-Schmidt independence criterion estimator},
author = {Terence Kevin Manfoumbi Djonguet and Guy Martial Nkiet and Alban Mbina Mbina},
journal= {arXiv preprint arXiv:2206.11607},
year = {2022}
}