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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]

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