arXiv math/06092592006-09-11math.STstat.TH

A quadratic measure of dependence

Sophie Achard

备注：: 18 pages, 3 figures, uses natbib.sty

英文摘要：

Asymptotic properties of a dimension-robust dependence measure are investigated. It is related to those used in independence tests, but is derivable, thus suitable for independent component analysis. An adjustable kernel allows to accelerate the convergence of the estimator without affecting the bias.

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