Nonlinear canonical analysis and independence tests
非线性典型分析与独立性检验
.Measures of association between two random variables (r.v.) that are symmetric nondecreasing functions of the canonical coefficients provided by the nonlinear canonical analysis of the r.v.’s are studied. These measures can be used to characterize independence. Their estimators are obtained by estimating a suitable approximation to nonlinear canonical analysis. When some conditions are satisfied, asymptotic distributions of the estimators, both under the independence…