Partial Distance Correlation

DOI10.1007/978-3-319-41582-6_13zbMath1366.62075OpenAlexW2520574178MaRDI QIDQ5280087

Maria L. Rizzo, Gábor J. Székely

Publication date: 20 July 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: http://real.mtak.hu/44934/1/pdcov.pdf

zbMATH Keywords

independencemultivariatedissimilarityenergy statisticspartial distance correlationcorrelation measures

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Uses Software

• R
• energy
• pdcor

Cites Work

• Partial distance correlation with methods for dissimilarities
• Measuring and testing dependence by correlation of distances
• Distance covariance in metric spaces
• Energy statistics: a class of statistics based on distances
• The analytical solution of the additive constant problem
• Brownian distance covariance
• Some properties of clasical multi-dimesional scaling
• A Consistent Test for Bivariate Dependence

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