Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data

Miroslaw Krzysko, Lukasz Smaga, Piotr Kokoszka. Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data. J. Artif. Intell. Res. (JAIR), 73:1355-1384, 2022. [doi]

@article{KrzyskoSK22,
  title = {Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data},
  author = {Miroslaw Krzysko and Lukasz Smaga and Piotr Kokoszka},
  year = {2022},
  doi = {10.1613/jair.1.13233},
  url = {https://doi.org/10.1613/jair.1.13233},
  researchr = {https://researchr.org/publication/KrzyskoSK22},
  cites = {0},
  citedby = {0},
  journal = {J. Artif. Intell. Res. (JAIR)},
  volume = {73},
  pages = {1355-1384},
}