Asymptotic behaviour of the empirical distance covariance for dependent data

DOI10.1007/S10959-021-01073-WMaRDI QIDQ2135206zbMATH OpenOpenAlexFDO

Authors Marius Kroll

Publication date 4 May 2022

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2007.08936

zbMATH Keywords

distance correlationdistance covariancemixing conditionsnegative typetest of independence

Mathematics Subject Classification ID

Geometric embeddings of metric spaces (30L05) Central limit and other weak theorems (60F05) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• Almost sure invariance principles for weakly dependent vector-valued random variables
• Applications of distance correlation to time series
• Distance covariance for discretized stochastic processes
• Distance covariance in metric spaces
• Errata to: ``Distance covariance in metric spaces
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Introduction to strong mixing conditions. Vol. 2.
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Measuring and testing dependence by correlation of distances
• Mercer theorem for RKHS on noncompact sets
• On distance covariance in metric and Hilbert spaces
• Resampling methods for dependent data
• Strict \(p\)-negative type of a metric space
• Strong laws for 𝐿- and 𝑢-statistics
• The law of large numbers for \(U\)-statistics under absolute regularity

Cited in

(3)

• Asymptotic Behaviour of the Empirical Distance Covariance for Dependent Data
• A comparative review of specification tests for diffusion models
• Detecting practically significant dependencies in metric spaces via distance correlations

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