Spearman coefficient for functions

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dc.contributor.author Valencia García, Dalia Jazmin
dc.contributor.author Lillo Rodríguez, Rosa Elvira
dc.contributor.author Romo Urroz, Juan
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2013-12-16T14:03:50Z
dc.date.available 2013-12-16T14:03:50Z
dc.date.issued 2013-12
dc.identifier.uri http://hdl.handle.net/10016/18049
dc.description.abstract We present a notion of Spearman's coefficient for functional data that extends the classical bivariate concept to situations where the observed data are curves generated by a stochastic process. Since Spearman's coefficient for bivariate samples is based on the natural data ordering in dimension one, we need to consider a data order in the functional context where a natural order between functions does not exist. The development uses a pre-order inspired in a depth definition but considering a down-up ordering instead of a center-outwards ordering of the sample. We show some of the main characteristics of Spearman's coefficient for functions and propose an independence test with a bootstrap methodology. We illustrate the performance of the new coefficient with both simulated and real data
dc.description.sponsorship This research has been supported by Spanish Ministry of Science and Innovation project (ECO2011-25706) and project (SES2007)
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working papers. Statistics and Econometrics Series
dc.relation.ispartofseries 13-29
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other Spearman's coefficient;
dc.subject.other Dependence
dc.subject.other Functional data
dc.subject.other Grades
dc.title Spearman coefficient for functions
dc.type workingPaper
dc.rights.accessRights openAccess
dc.type.version submitedVersion
dc.identifier.uxxi DT/0000001142
dc.identifier.repec ws133329
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