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The affinely invariant distance correlation

Székely, Rizzo and Bakirov (Ann. Statist. 35 (2007) 2769-2794) and Székely and Rizzo (Ann. Appl. Statist. 3 (2009) 1236-1265), in two seminal papers, introduced the powerful concept of distance correlation as a measure of dependence between sets of random variables. We study in this paper an affin...

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Hauptverfasser: Dueck, Johannes (VerfasserIn) , Edelmann, Dominic (VerfasserIn) , Gneiting, Tilmann (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 19 September 2014
In: Bernoulli
Year: 2014, Jahrgang: 20, Heft: 4, Pages: 2305-2330
ISSN:1573-9759
DOI:10.3150/13-BEJ558
Online-Zugang:Verlag, Volltext: http://dx.doi.org/10.3150/13-BEJ558
Verlag, Volltext: http://projecteuclid.org/euclid.bj/1411134461
Volltext
Verfasserangaben:Johannes Dueck, Dominic Edelmann, Tilmann Gneiting and Donald Richards

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