A generalization of an integral arising in the theory of distance correlation

DOI10.1016/j.spl.2014.11.012zbMath1314.62136arXiv1411.1312OpenAlexW2963964758MaRDI QIDQ2343639

Dominic Edelmann, Johannes Dueck, Donald St. P. Richards

Publication date: 6 May 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.1312

zbMATH Keywords

singular integralanalytic continuationmeromorphic functiongeneralized functionsmeasures of dependencedistance correlation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Singular integrals of functions in several complex variables (32A55)

Related Items (6)

Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes ⋮ A distance-based test of independence between two multivariate time series ⋮ An Updated Literature Review of Distance Correlation and Its Applications to Time Series ⋮ The distance standard deviation ⋮ Distance correlation coefficients for Lancaster distributions ⋮ A basic treatment of the distance covariance

Uses Software

• energy

Cites Work

• Partial distance correlation with methods for dissimilarities
• Measuring and testing dependence by correlation of distances
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• Hierarchical clustering via joint between-within distances: extending Ward's minimum variance method
• Distance covariance in metric spaces
• The distance correlation \(t\)-test of independence in high dimension
• The affinely invariant distance correlation
• Brownian distance covariance
• DISCO analysis: A nonparametric extension of analysis of variance
• On the uniqueness of distance covariance
• Measuring nonlinear dependence in time-series, a distance correlation approach
• Geostatistics
• Spectral representation of fractional Brownian motion in n dimensions and its properties
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