Measuring and testing dependence by correlation of distances
From MaRDI portal
Abstract: Distance correlation is a new measure of dependence between random vectors. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but unlike the classical definition of correlation, distance correlation is zero only if the random vectors are independent. The empirical distance dependence measures are based on certain Euclidean distances between sample elements rather than sample moments, yet have a compact representation analogous to the classical covariance and correlation. Asymptotic properties and applications in testing independence are discussed. Implementation of the test and Monte Carlo results are also presented.
Recommendations
Cites work
- A multivariate nonparametric test of independence
- A new test for multivariate normality
- Extremal probabilities for Gaussian quadratic forms
- Gaussian measures in Banach spaces
- Group Invariance in Statistical Inference
- Hierarchical clustering via joint between-within distances: extending Ward's minimum variance method
- scientific article; zbMATH DE number 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 51418 (Why is no real title available?)
- scientific article; zbMATH DE number 3376558 (Why is no real title available?)
- On the Asymptotic Distribution of Differentiable Statistical Functions
- On the Independence of k Sets of Normally Distributed Statistical Variables
Cited in
(only showing first 100 items - show all)- Leveraging mixed and incomplete outcomes via reduced-rank modeling
- On measuring internal dependence in a set of random variables
- A fast algorithm for computing distance correlation
- Correlation between graphs with an application to brain network analysis
- A new coefficient of correlation
- Optimal rates for independence testing via U-statistic permutation tests
- Partial distance correlation with methods for dissimilarities
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- Large-Sample Theory for the Bergsma-Dassios Sign Covariance
- mlf
- Partial martingale difference correlation
- Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics
- A significance test of the RV coefficient in high dimensions
- Robust dependence measure for detecting associations in large data set
- Quantile-slicing estimation for dimension reduction in regression
- Penalized principal logistic regression for sparse sufficient dimension reduction
- Principal quantile regression for sufficient dimension reduction with heteroscedasticity
- Hierarchical independent component analysis: a multi-resolution non-orthogonal data-driven basis
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- Goodness-of-fit test for nonparametric regression models: smoothing spline ANOVA models as example
- Supervised dimension reduction for ordinal predictors
- Testing for central symmetry and inference of the unknown center
- Distance-correlation based gene set analysis in longitudinal studies
- A martingale-difference-divergence-based test for specification
- Comparison of a large number of regression curves
- Large-scale kernel methods for independence testing
- On the estimation of the characteristic function in finite populations with applications
- Applications of distance correlation to time series
- Functional-bandwidth kernel for support vector machine with functional data: an alternating optimization algorithm
- Correlation extrapolated
- A short note on the dependence structure of random vectors
- Independence test for large sparse contingency tables based on distance correlation
- Split-door criterion: identification of causal effects through auxiliary outcomes
- Four simple axioms of dependence measures
- An RKHS model for variable selection in functional linear regression
- Ranking the importance of variables in nonlinear system identification
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices
- Model-free feature screening for ultrahigh-dimensional data conditional on some variables
- Supervised dimensionality reduction via distance correlation maximization
- Conditional mean and quantile dependence testing in high dimension
- On consistency and sparsity for sliced inverse regression in high dimensions
- Testing for serial independence in vector autoregressive models
- Pairwise distance-based tests for conditional symmetry
- Correlation measures
- A note on testing independence by a copula-based order selection approach
- Asymptotic independence of correlation coefficients with application to testing hypothesis of independence
- Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation
- Measuring and testing for interval quantile dependence
- High-dimensional consistent independence testing with maxima of rank correlations
- Distance-based and RKHS-based dependence metrics in high dimension
- A model-free consistent test for structural change in regression possibly with endogeneity
- A framework for measuring association of random vectors via collapsed random variables
- A distribution-free test of independence based on mean variance index
- Variable selection in classification for multivariate functional data
- Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors
- A note on quantile feature screening via distance correlation
- New measure of the bivariate asymmetry
- Calibrating dependence between random elements
- Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error
- Learning sparse conditional distribution: an efficient kernel-based approach
- A basic treatment of the distance covariance
- Asymptotic distributions of high-dimensional distance correlation inference
- Distributed statistical inference for massive data
- The exact equivalence of distance and kernel methods in hypothesis testing
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data
- Independence tests in the presence of measurement errors: an invariance law
- Variable selection in functional regression models: a review
- Stable correlation and robust feature screening
- A new framework for distance and kernel-based metrics in high dimensions
- Statistical dependence: beyond Pearson's
- Fourier transform sparse inverse regression estimators for sufficient variable selection
- Fourier-type tests of mutual independence between functional time series
- Measuring dependence between random vectors via optimal transport
- Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
- Graph pseudometrics from a topological point of view
- Some new copula based distribution-free tests of independence among several random variables
- Circular Jaccard distance based multi-solution optimization for traveling salesman problems
- A review of goodness-of-fit tests for models involving functional data
- Different coefficients for studying dependence
- On universally consistent and fully distribution-free rank tests of vector independence
- A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion
- TCMI: a non-parametric mutual-dependence estimator for multivariate continuous distributions
- Identification of structural VAR models via independent component analysis: a performance evaluation study
- A method for extracting nonlinear structure based on measures of dependence
- Prediction scoring of data-driven discoveries for reproducible research
- Estimation of time series models using residuals dependence measures
- High-dimensional variable screening through kernel-based conditional mean dependence
- On the asymptotic null distribution of the symmetrized Chatterjee's correlation coefficient
- Optimization hierarchy for fair statistical decision problems
- Goodness-of-fit testing for time series models via distance covariance
- Minimax optimality of permutation tests
- Symmetrical independence tests for two random vectors with arbitrary dimensional graphs
- Adaptive test of independence based on HSIC measures
- Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
- Testing independence and goodness-of-fit jointly for functional linear models
- Asymptotic behaviour of the empirical distance covariance for dependent data
- A general framework for tensor screening through smoothing
- On sufficient variable screening using log odds ratio filter
- Empirical process of concomitants for partly categorial data and applications in statistics
- KM-MIC: an improved maximum information coefficient based on K-medoids clustering
This page was built for publication: Measuring and testing dependence by correlation of distances
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q85647)
