The distance standard deviation

DOI10.1214/19-aos1935zbMath1462.62357arXiv1705.05777MaRDI QIDQ85655

Dominic Edelmann, Donald Richards, Daniel Vogel, Donald St. P. Richards, Daniel Vogel, Dominic Edelmann

Publication date: 1 December 2020

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

Full work available at URL: https://arxiv.org/abs/1705.05777

zbMATH Keywords

characteristic function; asymptotic efficiency; order statistic; stochastic ordering; U-statistic; Gini's mean difference; dispersive ordering; distance correlation coefficient; measure of spread; sample spacing; distance variance

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62H30: Classification and discrimination; cluster analysis (statistical aspects)

60E15: Inequalities; stochastic orderings

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

62G30: Order statistics; empirical distribution functions

60E10: Characteristic functions; other transforms

62E10: Characterization and structure theory of statistical distributions

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