Distance covariance for random fields
| Autor: | Muneya Matsui, Thomas Mikosch, Rasool Roozegar, Laleh Tafakori |
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| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: | |
| Popis: | We study an independence test based on distance correlation for random fields $(X,Y)$. We consider the situations when $(X,Y)$ is observed on a lattice with equidistant grid sizes and when $(X,Y)$ is observed at random locations. We provide asymptotic theory for the sample distance correlation in both situations and show bootstrap consistency. The latter fact allows one to build a test for independence of $X$ and $Y$ based on the considered discretizations of these fields. We illustrate the performance of the bootstrap test in a simulation study involving fractional Brownian and infinite variance stable fields. The independence test is applied to Japanese meteorological data, which are observed over the entire area of Japan. 34 pages, 6 figures |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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