Measuring and testing dependence by correlation of distances

DOI10.1214/009053607000000505zbMath1129.62059arXiv0803.4101OpenAlexW3106063097WikidataQ56140853 ScholiaQ56140853MaRDI QIDQ85647

Maria L. Rizzo, Nail K. Bakirov, Gábor J. Székely, Maria L. Rizzo, Gábor J. Székely, N. K. Bakirov

Publication date: 1 December 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.4101

zbMATH Keywords

distance covariancedistance correlationmultivariate independence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05)

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