Partial distance correlation with methods for dissimilarities

Preprint, Other literature type English OPEN
Székely, Gábor J.; Rizzo, Maria L.;
  • Publisher: The Institute of Mathematical Statistics
  • Journal: issn: 0090-5364
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1214/14-AOS1255
  • Subject: partial distance correlation | Mathematics - Statistics Theory | 62H15 | energy statistics | Statistics - Methodology | multivariate | 62Gxx | 62H20 | Independence | dissimilarity | 62Hxx | Primary: 62H20, 62H15, Secondary: 62Gxx

Distance covariance and distance correlation are scalar coefficients that characterize independence of random vectors in arbitrary dimension. Properties, extensions, and applications of distance correlation have been discussed in the recent literature, but the problem o... View more
  • References (33)
    33 references, page 1 of 4

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