Measuring and testing dependence by correlation of distances

Preprint, Other literature type English OPEN
Székely, Gábor J.; Rizzo, Maria L.; Bakirov, Nail K.;
(2007)

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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