Brownian distance covariance

DOI10.1214/09-AOAS312zbMath1196.62077arXiv1010.0297OpenAlexW2023205960WikidataQ33614742 ScholiaQ33614742MaRDI QIDQ965095

Maria L. Rizzo, Gábor J. Székely

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/1010.0297

zbMATH Keywords

independence distance correlation Brownian covariance dcor

Mathematics Subject Classification ID

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

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