Measuring and testing dependence by correlation of distances
From MaRDI portal
Publication:85647
DOI10.1214/009053607000000505zbMATH Open1129.62059arXiv0803.4101OpenAlexW3106063097WikidataQ56140853 ScholiaQ56140853MaRDI QIDQ85647FDOQ85647
Authors: Gábor J. Székely, Maria L. Rizzo, Nail K. Bakirov, G. J. Székely, Maria L. Rizzo, N. K. Bakirov 
Publication date: 1 December 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: Distance correlation is a new measure of dependence between random vectors. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but unlike the classical definition of correlation, distance correlation is zero only if the random vectors are independent. The empirical distance dependence measures are based on certain Euclidean distances between sample elements rather than sample moments, yet have a compact representation analogous to the classical covariance and correlation. Asymptotic properties and applications in testing independence are discussed. Implementation of the test and Monte Carlo results are also presented.
Full work available at URL: https://arxiv.org/abs/0803.4101
Recommendations
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- Title not available (Why is that?)
- Gaussian measures in Banach spaces
- Extremal probabilities for Gaussian quadratic forms
- A multivariate nonparametric test of independence
- Hierarchical clustering via joint between-within distances: extending Ward's minimum variance method
- Title not available (Why is that?)
- On the Independence of k Sets of Normally Distributed Statistical Variables
- Group Invariance in Statistical Inference
- Title not available (Why is that?)
- On the Asymptotic Distribution of Differentiable Statistical Functions
- A new test for multivariate normality
Cited In (only showing first 100 items - show all)
- Testing serial independence with functional data
- The Kendall interaction filter for variable interaction screening in high dimensional classification problems
- TCMI: a non-parametric mutual-dependence estimator for multivariate continuous distributions
- Prediction scoring of data-driven discoveries for reproducible research
- Estimation of time series models using residuals dependence measures
- A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis
- Sufficient variable screening with high-dimensional controls
- Characteristic and Universal Tensor Product Kernels
- On the asymptotic null distribution of the symmetrized Chatterjee's correlation coefficient
- Minimax optimality of permutation tests
- A kernel-based measure for conditional mean dependence
- Goodness-of-fit testing for time series models via distance covariance
- Three methods for estimating a range of vehicular interactions
- Estimation for single-index models via martingale difference divergence
- Symmetrical independence tests for two random vectors with arbitrary dimensional graphs
- Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models
- Asymptotic behaviour of the empirical distance covariance for dependent data
- A general framework for tensor screening through smoothing
- On sufficient variable screening using log odds ratio filter
- Empirical process of concomitants for partly categorial data and applications in statistics
- KM-MIC: an improved maximum information coefficient based on K-medoids clustering
- Sufficient variable selection using independence measures for continuous response
- Distance-Based Analysis of Ordinal Data and Ordinal Time Series
- Fisher Exact Scanning for Dependency
- Same But Different: Distance Correlations Between Topological Summaries
- Distance correlation detecting Lyapunov instabilities, noise-induced escape times and mixing
- Outcome-adjusted balance measure for generalized propensity score model selection
- Independence index sufficient variable screening for categorical responses
- Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening
- Graphical Models for Processing Missing Data
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance
- The image-based multiscale multigrid solver, preconditioner, and reduced order model
- Model-free conditional screening via conditional distance correlation
- Nonlinear functional canonical correlation analysis via distance covariance
- Stable correlation and robust feature screening
- A new framework for distance and kernel-based metrics in high dimensions
- Statistical dependence: beyond Pearson's \(\rho\)
- Fourier-type tests of mutual independence between functional time series
- Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
- Randomized incomplete \(U\)-statistics in high dimensions
- Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India
- On some consistent tests of mutual independence among several random vectors of arbitrary dimensions
- A semiparametric Bayesian approach for joint modeling of longitudinal trait and event time
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
- Circular Jaccard distance based multi-solution optimization for traveling salesman problems
- A review of goodness-of-fit tests for models involving functional data
- Testing independence and goodness-of-fit jointly for functional linear models
- From Distance Correlation to Multiscale Graph Correlation
- Title not available (Why is that?)
- Different coefficients for studying dependence
- On universally consistent and fully distribution-free rank tests of vector independence
- A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion
- Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
- Conditional characteristic feature screening for massive imbalanced data
- An iterative approach to distance correlation-based sure independence screening
- Correlation extrapolated
- A short note on the dependence structure of random vectors
- Independence test for large sparse contingency tables based on distance correlation
- Split-door criterion: identification of causal effects through auxiliary outcomes
- Distance covariance for stochastic processes
- Four simple axioms of dependence measures
- An RKHS model for variable selection in functional linear regression
- Pattern Storage, Bifurcations, and Groupwise Correlation Structure of an Exactly Solvable Asymmetric Neural Network Model
- Distance-based and RKHS-based dependence metrics in high dimension
- Equivalence of kernel machine regression and kernel distance covariance for multidimensional phenotype association studies
- Sufficient dimension reduction via distance covariance with multivariate responses
- Ranking the importance of variables in nonlinear system identification
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices
- A model-free consistent test for structural change in regression possibly with endogeneity
- A framework for measuring association of random vectors via collapsed random variables
- A distribution-free test of independence based on mean variance index
- Variable selection in classification for multivariate functional data
- Variable selection in functional additive regression models
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series
- On Possibilistic Version of Distance Covariance and Correlation
- Supervised dimensionality reduction via distance correlation maximization
- A note on quantile feature screening via distance correlation
- High-dimensional consistent independence testing with maxima of rank correlations
- Testing for serial independence in vector autoregressive models
- A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates
- Calibrating dependence between random elements
- Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error
- Causal network reconstruction from time series: From theoretical assumptions to practical estimation
- Learning sparse conditional distribution: an efficient kernel-based approach
- Graph pseudometrics from a topological point of view
- Approximating the null distribution of a class of statistics for testing independence
- A basic treatment of the distance covariance
- Distance covariance for random fields
- Spectral covariance and limit theorems for random fields with infinite variance
- Asymptotic distributions of high-dimensional distance correlation inference
- Distance covariance for discretized stochastic processes
- Distance-correlation based gene set analysis in longitudinal studies
- Pairwise distance-based tests for conditional symmetry
- The exact equivalence of distance and kernel methods in hypothesis testing
- Optimization hierarchy for fair statistical decision problems
- Comparison of a large number of regression curves
- Independence tests in the presence of measurement errors: an invariance law
- A New Model-Free Feature Screening Procedure for Ultrahigh-Dimensional Interval-Censored Failure Time Data
- A note on testing independence by a copula-based order selection approach
- Kernels, Degrees of Freedom, and Power Properties of Quadratic Distance Goodness-of-Fit Tests
This page was built for publication: Measuring and testing dependence by correlation of distances
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q85647)
