Local and global temporal correlations for longitudinal data

DOI10.1016/J.JMVA.2018.03.015MaRDI QIDQ1661323zbMATH OpenOpenAlexWikidataFDO

Authors Yang Zhou, Shu-Chin Lin, Jane-Ling Wang

Publication date 16 August 2018

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2018.03.015

zbMATH Keywords

functional correlationfunctional datanonparametric smoothingPearson correlationrate of convergence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Review text

This paper focuses on the quantification of the association between a pair of random functions recorded over a time. The temporal Pearson correlation between the paired random functions \(X\) and \(Y\) is studied, and it is demonstrated that it is easy to estimate the cross-covariance between \(X\) and \(Y\) at the same time \(t\) as well as their respective variances. This facilitates the estimation of the Pearson correlation \(\rho(t)\) of \(X(t)\) and \(Y(t)\) at time \(t. \) Since a global summary of the correlations is also of interest, a global measure is proposed by averaging the temporal correlations \(\rho(t)\) over a time interval. The proposed method is applicable to various types of functional data. The efficiency of the proposed method is demonstrated on the treatment effect using the retrospective primary biliary cirrhosis medical data.

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Cited in

(4)

• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
• Nonparametric estimation of correlation functions in longitudinal and spatial data, with application to colon carcinogenesis experiments
• Dynamical Correlation for Multivariate Longitudinal Data
• A Wavelet-Based Independence Test for Functional Data With an Application to MEG Functional Connectivity

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