Discussion of: Brownian distance covariance

DOI10.1214/09-AOAS312EzbMath1454.62175arXiv1010.0836MaRDI QIDQ5966378

Kenji Fukumizu, Arthur Gretton, Bharath K. Sriperumbudur

Publication date: 21 April 2010

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

Full work available at URL: https://arxiv.org/abs/1010.0836

zbMATH Keywords

kernel methodsreproducing kernel Hilbert spacecovariance operatorBrownian distance covarianceindependence testing

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Brownian motion (60J65)

Related Items (7)

Sufficient dimension reduction using Hilbert-Schmidt independence criterion ⋮ Detecting independence of random vectors: generalized distance covariance and Gaussian covariance ⋮ An Updated Literature Review of Distance Correlation and Its Applications to Time Series ⋮ Equivalence of distance-based and RKHS-based statistics in hypothesis testing ⋮ Gradient-Based Kernel Dimension Reduction for Regression ⋮ A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Measuring and testing dependence by correlation of distances
• Goodness-of-fit statistics for discrete multivariate data
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• A consistent modification of a test for independence based on the empirical characteristic function
• Nonlinear canonical analysis and independence tests
• Probability essentials
• Kernel dimension reduction in regression
• 10.1162/153244302760185252
• Hilbert space embeddings and metrics on probability measures
• 10.1162/153244303768966085
• On measures of dependence
• Approximation Theorems of Mathematical Statistics
• A Hilbert Space Embedding for Distributions
• Nonparametric Independence Tests: Space Partitioning and Kernel Approaches
• Joint Measures and Cross-Covariance Operators
• A Consistent Test for Bivariate Dependence
• Selected Topics in Characteristic Functions
• Learning Theory and Kernel Machines
• Algorithmic Learning Theory
• Scattered Data Approximation

This page was built for publication: Discussion of: Brownian distance covariance