A basic treatment of the distance covariance

DOI10.1007/s13571-021-00248-zzbMath1471.62340OpenAlexW3135407777MaRDI QIDQ2047370

Tobias Terzer, Donald St. P. Richards, Dominic Edelmann

Publication date: 19 August 2021

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-021-00248-z

zbMATH Keywords

asymptotic distributionU-statisticsdistance correlationorthogonal transformationsmultivariate tests of independence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20) Characteristic functions; other transforms (60E10)

Cites Work

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• Measuring and testing dependence by correlation of distances
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• The distance standard deviation
• The affinely invariant distance correlation
• Brownian distance covariance
• A generalization of an integral arising in the theory of distance correlation
• Measuring nonlinear dependence in time-series, a distance correlation approach
• Geostatistics
• Asymptotic Statistics
• Spectral representation of fractional Brownian motion in n dimensions and its properties
• A Class of Statistics with Asymptotically Normal Distribution
• An Updated Literature Review of Distance Correlation and Its Applications to Time Series

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