Corpus ID: 221878851

A Wavelet-Based Independence Test for Functional Data with an Application to MEG Functional Connectivity

@article{Miao2020AWI,
  title={A Wavelet-Based Independence Test for Functional Data with an Application to MEG Functional Connectivity},
  author={Rui Miao and Xiaoke Zhang and Raymond K. W. Wong},
  journal={arXiv: Methodology},
  year={2020}
}
Measuring and testing the dependency between multiple random functions is often an important task in functional data analysis. In the literature, a model-based method relies on a model which is subject to the risk of model misspecification, while a model-free method only provides a correlation measure which is inadequate to test independence. In this paper, we adopt the Hilbert-Schmidt Independence Criterion (HSIC) to measure the dependency between two random functions. We develop a two-step… Expand

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