Testing independence of functional variables by an Hilbert-Schmidt independence criterion estimator
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
- Publication:
-
arXiv e-prints
- Pub Date:
- June 2022
- DOI:
- arXiv:
- arXiv:2206.11607
- Bibcode:
- 2022arXiv220611607M
- Keywords:
-
- Mathematics - Statistics Theory;
- 62E20;
- 46E22