Partial distance correlation

DOI10.1007/978-3-319-41582-6_13MaRDI QIDQ5280087zbMATH OpenOpenAlexFDO

Authors G. J. Székely, Maria L. Rizzo

Publication date 20 July 2017

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL http://real.mtak.hu/44934/1/pdcov.pdf

zbMATH Keywords

correlation measuresdissimilarityenergy statisticsindependencemultivariatepartial distance correlation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• A Consistent Test for Bivariate Dependence
• Brownian distance covariance
• Distance covariance in metric spaces
• Energy statistics: a class of statistics based on distances
• Measuring and testing dependence by correlation of distances
• Partial distance correlation with methods for dissimilarities
• Some properties of clasical multi-dimesional scaling
• The analytical solution of the additive constant problem

Cited in

(11)

• Partial distance correlation with methods for dissimilarities
• Partial martingale difference correlation
• scientific article; zbMATH DE number 992639 (Why is no real title available?)
• scientific article; zbMATH DE number 4062386 (Why is no real title available?)
• A robust partial correlation measure
• scientific article; zbMATH DE number 1975288 (Why is no real title available?)
• Conditional Distance Correlation
• Combinatorial data analysis: Association and partial association
• Measures of association for Hilbertian subspaces and some applications
• Distance correlation coefficients for Lancaster distributions
• Partial correlation with copula modeling

Describes a project that uses

Uses Software

• R
• energy
• pdcor

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