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Estimation of Distance Correlation: a Simulation-based Comparative Study
dc.contributor.author | Monroy-Castillo, Blanca E. | |
dc.contributor.author | Jácome, M. A. | |
dc.contributor.author | Cao, Ricardo | |
dc.date.accessioned | 2023-11-13T16:43:43Z | |
dc.date.available | 2023-11-13T16:43:43Z | |
dc.date.issued | 2023 | |
dc.identifier.uri | http://hdl.handle.net/2183/34180 | |
dc.description | Cursos e Congresos, C-155 | es_ES |
dc.description.abstract | [Abstract] The notion of distance correlationwas introduced to measure the dependence between two random vectors, not necessarily of equal dimensions, in a multivariate setting. In their work, Sz´ekely et al. (2007) proposed an estimator for the squared distance covariance, and they also proved that this estimator is a V-statistic. On the other hand, Sz´ekely and Rizzo (2014) introduced an unbiased version of the squared sample distance covariance, which was subsequently identified as a U-statistic in Huo and Sz´ekely (2016). In this study, a simulation is conducted to compare both distance correlation estimators: the U-estimator and the V-estimator. The analysis assesses their efficiency (mean squared error) and contrasts the computational times of both approaches across various dependence structures | es_ES |
dc.description.sponsorship | CITIC is funded by the Xunta de Galicia through the collaboration agreement between the Conseller ´ıa de Cultura, Educaci´on, Formaci´on Profesional e Universidades and the Galician universities for the reinforcement of the research centres of the Galician University System (CIGUS) | |
dc.language.iso | eng | es_ES |
dc.publisher | Universidade da Coruña, Servizo de Publicacións | es_ES |
dc.relation.uri | https://doi.org/10.17979/spudc.000024.29 | |
dc.rights | Attribution 4.0 International (CC BY 4.0) | es_ES |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/deed.es | * |
dc.subject | Correlación de distancia | es_ES |
dc.subject | Vectores aleatorios | es_ES |
dc.title | Estimation of Distance Correlation: a Simulation-based Comparative Study | es_ES |
dc.type | info:eu-repo/semantics/conferenceObject | es_ES |
dc.type | info:eu-repo/semantics/conferenceObject | es_ES |
dc.rights.access | info:eu-repo/semantics/openAccess | es_ES |
UDC.startPage | 183 | es_ES |
UDC.endPage | 189 | es_ES |
UDC.conferenceTitle | VI Congreso Xove TIC: impulsando el talento científico. Octubre, 2023, A Coruña | es_ES |