Measuring non-linear dependence for two random variables distributed along a curve

被引：43

作者：

Delicado, Pedro ^{[1
]}

Smrekar, Marcelo ^{[1
]}

机构：

[1] Univ Politecn Cataluna, Dept Estadist & Invest Operat, ES-08034 Barcelona, Spain

来源：

STATISTICS AND COMPUTING | 2009年 / 19卷 / 03期

关键词：

Dependence measures; Independence tests; Linearity tests; Principal curves; Renyi's axioms; Similarity measures for pairs of variables; PRINCIPAL CURVES; ASSOCIATION;

D O I：

10.1007/s11222-008-9090-y

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

We propose new dependence measures for two real random variables not necessarily linearly related. Covariance and linear correlation are expressed in terms of principal components and are generalized for variables distributed along a curve. Properties of these measures are discussed. The new measures are estimated using principal curves and are computed for simulated and real data sets. Finally, we present several statistical applications for the new dependence measures.

引用

页码：255 / 269

页数：15

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