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A generalization of an integral arising in the theory of distance correlation

We generalize an integral which arises in several areas in probability and statistics and which is at the core of the field of distance correlation, a concept developed by Székely et al. (2007) to measure dependence between random variables.

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Bibliographic Details
Main Authors: Dueck, Johannes (Author) , Edelmann, Dominic (Author) , Richards, Donald (Author)
Format: Article (Journal)
Language:English
Published: February 2015
In: Statistics & probability letters
Year: 2014, Volume: 97, Pages: 116-119
ISSN:1879-2103
DOI:10.1016/j.spl.2014.11.012
Online Access:Verlag, Volltext: http://dx.doi.org/10.1016/j.spl.2014.11.012
Verlag, Volltext: http://www.sciencedirect.com/science/article/pii/S0167715214003812
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Author Notes:Johannes Dueck, Dominic Edelmann, Donald Richards

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