Rejoinder: ``Brownian distance covariance

DOI10.1214/09-AOAS312REJMaRDI QIDQ965097zbMATH OpenFDO

Authors G. J. Székely, Maria L. Rizzo

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/1010.0844

Mathematics Subject Classification ID

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

Abstract: Rejoinder to "Brownian distance covariance" by G'abor J. Sz'ekely and Maria L. Rizzo [arXiv:1010.0297]

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Cites work

• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• A Consistent Test for Bivariate Dependence
• A multivariate nonparametric test of independence
• Brownian covariance and central limit theorem for stationary sequences
• On measures of dependence

Cited in

(20)

• The classification permutation test: a flexible approach to testing for covariate imbalance in observational studies
• Correction: ``Discussion of: Brownian distance covariance
• Tests of mutual or serial independence of random vectors with applications
• The affinely invariant distance correlation
• Distance multivariance: new dependence measures for random vectors
• Independence test for large sparse contingency tables based on distance correlation
• Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
• A novel approach of dependence measure for complex signals
• Methods for assessment of memory reactivation
• Spectral projections correlation structure for short-to-long range dependent processes
• Synergistic graph fusion via encoder embedding
• A dynamic screening algorithm for hierarchical binary marketing data
• From Distance Correlation to Multiscale Graph Correlation
• The Chi-Square Test of Distance Correlation
• Discussion of: Brownian distance covariance
• A modified PageRank algorithm for biological pathway ranking
• The distance correlation \(t\)-test of independence in high dimension
• Discussion of: Brownian distance covariance
• Discussion of: Brownian distance covariance
• A novel and effective method for characterizing time series correlations based on martingale difference correlation

Describes a project that uses

Uses Software

• R
• energy

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