3 papers
stat.ME2025
Two approaches to multiple canonical correlation analysis for repeated measures data
Tomasz Górecki, MirosÅaw KrzyÅko, Felix Gnettner +1
In classical canonical correlation analysis (CCA), the goal is to determine the linear transformations of two random vectors into two new random variables that are most strongly co…
math.ST2025
Extremal correlation coefficient for functional data
Mihyun Kim, Piotr Kokoszka
We propose a coefficient that measures dependence in paired samples of functions. It has properties similar to the Pearson correlation, but differs in significant ways: (i) it is d…
math.ST2025
Estimation of the long-run variance of nonlinear time series with an application to change point analysis
Vaidotas Characiejus, Piotr Kokoszka, Xiangdong Meng
For a broad class of nonlinear time series known as Bernoulli shifts, we establish the asymptotic normality of the smoothed periodogram estimator of the long-run variance. This est…