Distance covariance in metric spaces

DOI10.1214/12-AOP803zbMath1292.62087arXiv1106.5758WikidataQ89355576 ScholiaQ89355576MaRDI QIDQ378803

Russell Lyons

Publication date: 12 November 2013

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

Full work available at URL: https://arxiv.org/abs/1106.5758

zbMATH Keywords

independence; hypothesis testing; distance correlation; Brownian covariance; negative type

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62H15: Hypothesis testing in multivariate analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

60B11: Probability theory on linear topological spaces

Uses Software

• energy