Related papers: Discussion of: Brownian distance covariance

Discussion on "Brownian distance covariance" by G\'{a}bor J. Sz\'{e}kely, Maria L. Rizzo [arXiv:1010.0297]

Discussion on "Brownian distance covariance" by G\'{a}bor J. Sz\'{e}kely and Maria L. Rizzo [arXiv:1010.0297]

Discussion on "Brownian distance covariance" by G\'{a}bor J. Sz\'{e}kely and Maria L. Rizzo [arXiv:1010.0297]

Discussion on "Brownian distance covariance" by G\'{a}bor J. Sz\'{e}kely and Maria L. Rizzo [arXiv:1010.0297]

Discussion on "Brownian distance covariance" by G\'abor J. Sz\'ekely and Maria L. Rizzo [arXiv:1010.0297]

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

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…

The distance covariance of Sz\'ekely, et al. [23] and Sz\'ekely and Rizzo [21], a powerful measure of dependence between sets of multivariate random variables, has the crucial feature that it equals zero if and only if the sets are mutually…

We extend the theory of distance (Brownian) covariance from Euclidean spaces, where it was introduced by Sz\'{e}kely, Rizzo and Bakirov, to general metric spaces. We show that for testing independence, it is necessary and sufficient that…

(To appear in The American Statistician.) Distance covariance (Sz\'ekely, Rizzo, and Bakirov, 2007) is a fascinating recent notion, which is popular as a test for dependence of any type between random variables $X$ and $Y$. This approach…

Distance correlation is a new class of multivariate dependence coefficients applicable to random vectors of arbitrary and not necessarily equal dimension. Distance covariance and distance correlation are analogous to product-moment…

Discussion of "Cross-Covariance Functions for Multivariate Geostatistics" by Genton and Kleiber [arXiv:1507.08017].

Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]

Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]

We comment on a Letter [Phys. Rev. Lett. 115, 080605 (2015), arXiv:1411.1816] "Replica symmetry breaking in trajectories of a driven Brownian particle" and author reply [arXiv:1805.10474]

This is a comment on the article mentioned in the title.

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].