Asymptotic behaviour of the empirical distance covariance for dependent data

DOI10.1007/s10959-021-01073-wOpenAlexW3129094105MaRDI QIDQ2135206

Marius Kroll

Publication date: 4 May 2022

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.08936

zbMATH Keywords

distance covariancedistance correlationtest of independencemixing conditionsnegative type

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Geometric embeddings of metric spaces (30L05)

Cites Work

• Unnamed Item
• Unnamed Item
• Measuring and testing dependence by correlation of distances
• Distance covariance in metric spaces
• Mercer theorem for RKHS on noncompact sets
• Strict \(p\)-negative type of a metric space
• Almost sure invariance principles for weakly dependent vector-valued random variables
• The law of large numbers for \(U\)-statistics under absolute regularity
• Resampling methods for dependent data
• Errata to: ``Distance covariance in metric spaces
• Applications of distance correlation to time series
• Distance covariance for discretized stochastic processes
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Strong laws for 𝐿- and 𝑢-statistics
• On distance covariance in metric and Hilbert spaces

This page was built for publication: Asymptotic behaviour of the empirical distance covariance for dependent data