We propose an estimator of the Hilbert-Schmidt Independence Criterion obtained from an appropriate modification of the usual estimator. We then get asymptotic normality of this estimator both under independence hypothesis and under the alternative hypothesis. A new test for independence of random variables valued into metric spaces is then introduced, and a simulation study that allows to compare the proposed test to an existing one is provided
翻译:我们提议一个Hilbert-Schmidt独立标准估算员,该标准通过对通常的估算员进行适当修改而获得。然后,在独立假设和替代假设下,我们获得该估算员的无症状常态。 然后,引入了衡量空间随机变量独立性的新测试,并提供了模拟研究,以便能够将拟议的测试与现有的测试进行比较。