Fast Computing for Distance Covariance

Preprint English OPEN
Huo, Xiaoming; Szekely, Gabor J.;
(2014)
  • Subject: Statistics - Methodology | Statistics - Computation

Distance covariance and distance correlation have been widely adopted in measuring dependence of a pair of random variables or random vectors. If the computation of distance covariance and distance correlation is implemented directly accordingly to its definition then i... View more
  • References (7)

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