Conveners
Session 3: Mathematical Statistics
- Peter Filzmoser
Our aim is to extend the scope of a recently introduced dependence coefficient between scalar responses and multivariate covariates to the case of functional covariates. While formally the extension is straight forward, the limiting behavior of the sample version of the coefficient is delicate. It crucially depends on the nearest-neighbor structure of the covariate sample. Essentially, one...
One of the oldest and classic statistical problems is the comparison of two groups by taking the difference of some characteristic of their underlying distributions. In this work we introduce a method for deriving a measure of dependence between two continuous random variables, X and Y, by taking the expected value of such a difference over all pairwise distributions of Y conditional on X....