EDMeasure

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Energy-Based Dependence Measures

Shun Yao, Ze Jin, David S. Matteson, Xiaofeng Shao

Last update: 25 February 2018

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.2.0

Source code repository: https://github.com/cran/EDMeasure

Cites work

• Kernel-Based Tests for Joint Independence
• Partial martingale difference correlation
• Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
• Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence
• Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening

Cited In (1)

• Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence

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