The Energy of Data and Distance Correlation

DOI10.1201/9780429157158MaRDI QIDQ6038617zbMATH OpenFDO

Authors G. J. Székely, Maria L. Rizzo

Publication date 2 May 2023

Full work available at URL https://doi.org/10.1201/9780429157158

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Software, source code, etc. for problems pertaining to statistics (62-04) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics on metric spaces (62R20)

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Cited in

(8)

• Engression: extrapolation through the Lens of distributional regression
• Moment-type estimators for the Dirichlet and the multivariate gamma distributions
• Distance Covariance, Independence, and Pairwise Differences
• A utopic adventure in the modelling of conditional univariate and multivariate extremes. EVA (2023) Conference Data Challenge: team Yahabe
• Flexible independence testing for hyperspherical data: a kernel approach for vectors of different dimensions
• Fast and light-weight energy statistics using the R package estats
• Generalized sliced space-filling design
• Kernel biclustering algorithm in Hilbert spaces

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