Kernel-based method for joint independence of functional variables

DOI10.1080/03610926.2024.2326545MaRDI QIDQ7031782zbMATH OpenFDO

Authors Terence Kevin Manfoumbi Djonguet, Guy Martial Nkiet

Publication date 6 February 2025

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 5055767 (Why is no real title available?)
• A \(k\)-sample test for functional data based on generalized maximum mean discrepancy
• A kernel two-sample test
• Algorithmic Learning Theory
• Approximation Theorems of Mathematical Statistics
• Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space
• Asymptotic normality of a generalized maximum mean discrepancy estimator
• Kernel-based tests for joint independence
• Modification of some goodness-of-fit statistics to yield asymptotically normal null distributions
• Testing for lack of dependence between functional variables
• Testing for lack of dependence in the functional linear model
• Testing independence of functional variables by an Hilbert-Schmidt independence criterion estimator
• Testing independence of functional variables by angle covariance

Cited in

(2)

• Asymptotic normality for kernel-based test of conditional mean independence in Hilbert space
• A kernel-based approach for testing mutual independence of several functional variables

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