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Related papers: Discussion of: Brownian distance covariance

200 papers

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

Applications · Statistics 2010-10-06 Christopher R. Genovese

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

Statistics Theory · Mathematics 2010-10-07 Peter J. Bickel , Ying Xu

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

Applications · Statistics 2010-10-06 Andrey Feuerverger

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

Applications · Statistics 2010-10-06 Leslie Cope

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

Applications · Statistics 2010-10-06 Bruno Rémillard

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

Applications · Statistics 2010-10-06 Gábor J. Székely , Maria L. Rizzo

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…

Applications · Statistics 2013-12-10 Michael R. Kosorok

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…

Statistics Theory · Mathematics 2022-06-22 Dominic Edelmann , Tobias Terzer , Donald Richards

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…

Statistics Theory · Mathematics 2021-10-26 Russell Lyons

(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…

Methodology · Statistics 2024-07-08 Jakob Raymaekers , Peter J. Rousseeuw

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…

Applications · Statistics 2010-10-07 Gábor J. Székely , Maria L. Rizzo

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

Methodology · Statistics 2015-07-31 Moreno Bevilacqua , Amanda S. Hering , Emilio Porcu

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

Methodology · Statistics 2010-10-06 Geert Molenberghs , Michael G. Kenward , Geert Verbeke

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

Methodology · Statistics 2010-10-06 Thomas A. Louis

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]

Soft Condensed Matter · Physics 2018-09-24 Tapas Singha , Mustansir Barma

Distance covariance is a quantity to measure the dependence of two random vectors. We show that the original concept introduced and developed by Sz\'{e}kely, Rizzo and Bakirov can be embedded into a more general framework based on symmetric…

Probability · Mathematics 2018-10-24 Björn Böttcher , Martin Keller-Ressel , René L. Schilling

Distance covariance is a measure of dependence between two random variables that take values in two, in general different, metric spaces, see Sz\'ekely, Rizzo and Bakirov (2007) and Lyons (2013). It is known that the distance covariance,…

Probability · Mathematics 2019-10-30 Svante Janson

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

Statistics Theory · Mathematics 2015-09-08 Subhashis Ghosal

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

Statistics Theory · Mathematics 2015-09-08 Mark G. Low , Zongming Ma
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