Discussion of: Brownian distance covariance

DOI10.1214/09-AOAS312FzbMath1454.62178arXiv1010.0838MaRDI QIDQ5966379

Bruno Rémillard

Publication date: 21 April 2010

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.0838

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Brownian motion (60J65)

Related Items (10)

Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs ⋮ Measuring nonlinear dependence in time-series, a distance correlation approach ⋮ Energy statistics: a class of statistics based on distances ⋮ Detecting independence of random vectors: generalized distance covariance and Gaussian covariance ⋮ Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation ⋮ Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures ⋮ Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India ⋮ Applications of distance correlation to time series ⋮ An Updated Literature Review of Distance Correlation and Its Applications to Time Series ⋮ The affinely invariant distance correlation

Uses Software

• IndependenceTests

Cites Work

• Measuring and testing dependence by correlation of distances
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
• Tests of independence and randomness based on the empirical copula process
• Nonparametric tests of independence between random vectors
• A multivariate empirical characteristic function test of independence with normal marginals
• Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test
• A nonparametric test of serial independence for time series and residuals

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