The Distance Standard Deviation

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Edelmann, Dominic; Richards, Donald; Vogel, Daniel;
  • Subject: Mathematics - Statistics Theory

The distance standard deviation, which arises in distance correlation analysis of multivariate data, is studied as a measure of spread. The asymptotic distribution of the empirical distance standard deviation is derived under the assumption of finite second moments. App... View more
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    33 references, page 1 of 4

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