multivariance

MaRDI QIDQ42978swMATHCRANFDO

Authors Björn Böttcher

Last update 6 October 2021

Copyright license GNU General Public License, version 3.0

Software version identifier 2.4.1

Official website https://cran.r-project.org/web/packages/multivariance/index.html

Source code repository https://github.com/cran/multivariance

Cites work

• Dependence and dependence structures: estimation and visualization using the unifying concept of distance multivariance

Described by source

• Distance multivariance: new dependence measures for random vectors

Cited in

(15)

• Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin
• Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
• A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
• A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
• Linkages
• energy
• TwoCop
• IndependenceTests
• dHSIC
• FarmTest
• pgraph
• dcortools
• IndepTest
• Copula versions of distance multivariance and dHSIC via the distributional transform -- a general approach to construct invariant dependence measures
• The distance standard deviation

This page was built for software: multivariance