multivariance

swMATH31266CRANmultivarianceMaRDI QIDQ42978FDOQ42978

Measuring Multivariate Dependence Using Distance Multivariance

Björn Böttcher

Last update: 6 October 2021

Copyright license: GNU General Public License, version 3.0

Software version identifier: 2.4.1

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

Cites work

• Dependence and dependence structures: estimation and visualization using the unifying concept of distance multivariance

Described by source

• Distance multivariance: new dependence measures for random vectors

Cited In (6)

• A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
• A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
• The distance standard deviation
• Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin
• Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
• Copula versions of distance multivariance and dHSIC via the distributional transform -- a general approach to construct invariant dependence measures

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