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ON ASYMPTOTIC PROPERTIES OF DISTANCE CORRELATION WITH CENSORED RESPONSE
- Authors: Rodionov I.V.1
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Affiliations:
- Institute for Information Transmission Problems (Kharkevich Institute) of RAS
- Issue: Vol 525, No 1 (2025)
- Pages: 78-82
- Section: MATHEMATICS
- URL: https://ogarev-online.ru/2686-9543/article/view/356789
- DOI: https://doi.org/10.7868/S3034504925050113
- ID: 356789
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Abstract
We consider asymptotic properties of the empirical correlation coefficient with survival response, based on the famous distance correlation and initially proposed in [1]. We show that this empirical coefficient is consistent and asymptotically normal for corresponding correlation measure and, if the survival time and uncensored feature are independent, establish its convergence to a Gaussian chaos.
About the authors
I. V. Rodionov
Institute for Information Transmission Problems (Kharkevich Institute) of RAS
Email: vecsell@gmail.com
Moscow, Russia
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