On relationships between the Pearson and the distance correlation coefficients

DOI10.1016/j.spl.2020.108960zbMath1455.62113OpenAlexW3092478740MaRDI QIDQ826707

Tamás F. Móri, Gábor J. Székely, Dominic Edelmann

Publication date: 6 January 2021

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

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108960

zbMATH Keywords

mixture distributiondistance covariancedistance correlationPearson correlationRademacher distribution

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (3)

On Relevant Features Selection Based on Information Theory ⋮ Conversations with Gábor J. Székely ⋮ Rényi 100, quantitative and qualitative (in)dependence

Cites Work

• Measuring and testing dependence by correlation of distances
• Distance correlation coefficients for Lancaster distributions
• Brownian distance covariance

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