Distance covariance for random fields

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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 by simulations, and apply the test to Japanese meteorological data observed over the entire area of Japan.

Original languageEnglish
JournalStochastic Processes and Their Applications
Volume150
Pages (from-to)280-322
Number of pages43
ISSN0304-4149
DOIs
Publication statusPublished - 2022

Bibliographical note

Publisher Copyright:
© 2022 Elsevier B.V.

    Research areas

  • Distance covariance, Empirical characteristic function, Independence test, Random field

ID: 343580884