Energy distance
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(11)- A novel dual-criterion framework for change point detection
- Minimizing distance between distribution functions: discrete counterparts to continuous random variables with applications in non-life insurance and stochastic reliability
- Generalized Bayesian likelihood-free inference
- Hotelling \(T^2\) test in high dimensions with application to Wilks outlier method
- Deep quantile sequential generative framework for high-density data generation
- Modified treatment policy effect estimation with weighted energy distance
- Statistical analysis of dissimilarity matrices
- Testing the equality of high dimensional distributions
- Tests for categorical data beyond Pearson: a distance covariance and energy distance approach
- Testing uncommon symmetries by means of characteristic functions
- Joint likelihood-free inference of the number of selected single nucleotide polymorphisms and their selection coefficients in an evolving population
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