Abstract
Tests to determine the dependence or independence of random variables X and Y are well established. Recently, criteria based on reproducing kernel Hilbert spaces has received much attentions. They are developed in the setting of norm of Hilbert spaces. In this paper we propose tests in the setting of constraints of coefficients of functions. Some estimates of tests are constructed. In particular the error between the test of constrained covariance and the estimate is bounded.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: International Journal of Wavelets, Multiresolution and Information Processing
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
