The affinely invariant distance correlation
DOI10.3150/13-BEJ558zbMath1320.62133arXiv1210.2482MaRDI QIDQ470078
Tilmann Gneiting, Donald St. P. Richards, Johannes Dueck, Dominic Edelmann
Publication date: 11 November 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.2482
vector time series; multivariate normal distribution; distance covariance; distance correlation; affine invariance; multivariate independence; zonal polynomial; hypergeometric function of matrix argument; wind forecasting
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P12: Applications of statistics to environmental and related topics
62H20: Measures of association (correlation, canonical correlation, etc.)
86A10: Meteorology and atmospheric physics
Uses Software
