Search Results - subject:"Distance covariance"

Measuring and Testing Mutual Dependence of Multivariate Functional Data

Krzyśko, Mirosław; Smaga, Łukasz - In: Statistics in Transition New Series 21 (2020) 3, pp. 21-37

This paper considers new measures of mutual dependence between multiple multivariate random processes representing multidimensional functional data. In the case of two processes, the extension of functional distance correlation is used by selecting appropriate weight function in the weighted...

Persistent link: https://www.econbiz.de/10012600256

Measuring and testing mutual dependence of multivariate functional data

Krzyśko, Mirosław; Smaga, Łukasz - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 21-37

Persistent link: https://www.econbiz.de/10012291515

Variable selection and direction estimation for single-index models via DC-TGDR method

Zhong, Wei; Liu, Xi; Ma, Shuangge - 2018

Covariance (DC-TGDR) between the single index and response variable. Due to the appealing property of distance covariance which … dimensional single-index models. We develop an efficient Threshold Gradient Directed Regularization method via maximizing Distance …

Persistent link: https://www.econbiz.de/10012433199