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Statistical Properties of D-Correlation Coefficient(PDF)

《南京理工大学学报》(自然科学版)[ISSN:1005-9830/CN:32-1397/N]

Issue:
1998年06期
Page:
556-560
Research Field:
Publishing date:

Info

Title:
Statistical Properties of D-Correlation Coefficient
Author(s):
Feng Yu Jin L ixia1
Department of Applied Mathematics,NUST,Nanjing 2 10 0 94)
Keywords:
corr elat ion coeff icient s kernel funct ions ent ropy
PACS:
O212.1
DOI:
-
Abstract:
In this paper, est imat ion of the D-correlat ic coeff icient derived by ent ry shannon is discussed. T he assessment of the D -correlat ion coef ficient and the conditions of it s converg ence w ith pro babiility 1 are presented. And the stat ist ical proper ties of this est imate by Monte-Carlo method are studied to assess the criterion for determing independence of tw o random variables and the criterion for determing another random variable acco rding pro bability I o f one randow v ariable.

References:

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3 Rao B L S P. Nonparam et ric f unctio nal estimatio n, Lo ndon: Academic Press, Inc, 1983, 27~288
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6 陈业基. 概率密度函数估计在积分平均标准下的强相合的收敛速度. 数理统计与应用概率,1996, 11( 4) : 279~286

Memo

Memo:
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Last Update: 2013-03-29