## Measuring and testing dependence by correlation of distances

*Székely, Gábor J.*;

*Rizzo, Maria L.*;

*Bakirov, Nail K.*;

- Publisher: The Institute of Mathematical Statistics
- Journal: issn: 0090-5364
Related identifiers: - Subject: Mathematics - Statistics Theory | 62G10 (Primary) 62H20 (Secondary) | distance covariance | multivariate independence | 62G10 | 62H20 | Distance correlation

Distance correlation is a new measure of dependence between random vectors. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but unlike the classical definition of correlation, distance correlation is zero only if ... View more

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