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Testing Independence of Infinite Dimensional Random Elements: A Sup-norm Approach

By Suprio Bhar and Subhra Sankar Dhar at
LogoIndian Institute of Technology Kanpur
In this article, we study the test for independence of two random elements \(X\) and \(Y\) lying in an infinite dimensional space \({\cal{H}}\) (specifically, a real separable Hilbert space equipped with the inner product \(\langle ., .\rangle_{\cal{H}}\)). In the course of this study, a measure of association is proposed based... Show more
November 12, 2023
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