Discussion of: Brownian distance covariance
Abstract
We discuss briefly the very interesting concept of Brownian distance covariance developed by Sz\'{e}kely and Rizzo [Ann. Appl. Statist. (2009), to appear] and describe two possible extensions. The first extension is for high dimensional data that can be coerced into a Hilbert space, including certain high throughput screening and functional data settings. The second extension involves very simple modifications that may yield increased power in some settings. We commend Sz\'{e}kely and Rizzo for their very interesting work and recognize that this general idea has potential to have a large impact on the way in which statisticians evaluate dependency in data. [arXiv:1010.0297]
Keywords
Cite
@article{arxiv.1010.0822,
title = {Discussion of: Brownian distance covariance},
author = {Michael R. Kosorok},
journal= {arXiv preprint arXiv:1010.0822},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.1214/09-AOAS312B the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org). With Corrections