Related papers: The Distance Standard Deviation
The aim of this paper is to discuss both higher-order asymptotic expansions and skewed approximations for the Bayesian Discrepancy Measure for testing precise statistical hypotheses. In particular, we derive results on third-order…
In classical analysis of variance, dispersion is measured by considering squared distances of sample elements from the sample mean. We consider a measure of dispersion for univariate or multivariate response based on all pairwise distances…
Many statistical applications require the quantification of joint dependence among more than two random vectors. In this work, we generalize the notion of distance covariance to quantify joint dependence among d >= 2 random vectors. We…
Building upon the Chatterjee correlation (2021: J. Am. Stat. Assoc. 116, p2009) for two real-valued variables, this study introduces a generalized measure of directed association between two vector variables, real or complex-valued, and of…
The Maximum Mean Discrepancy (MMD) is a widely used multivariate distance metric for two-sample testing. The standard MMD test statistic has an intractable null distribution typically requiring costly resampling or permutation approaches…
In this paper, we obtain an upper bound for the Gini mean difference based on mean, variance and correlation for the case when the variables are correlated. We also derive some closed-form expressions for the Gini mean difference when the…
Maximum Mean Discrepancy (MMD) is a widely used concept in machine learning research which has gained popularity in recent years as a highly effective tool for comparing (finite-dimensional) distributions. Since it is designed as a…
In 1938, Gini studied a mean having two parameters. Later, many authors studied properties of this mean. In particular, it contains the famous means as harmonic, geometric, arithmetic, etc. Here we considered a sequence of inequalities…
Most of the work on checking spherical symmetry assumptions on the distribution of the $p$-dimensional random vector $Y$ has its focus on statistical tests for the null hypothesis of exact spherical symmetry. In this paper, we take a…
Data-dependent metrics are powerful tools for learning the underlying structure of high-dimensional data. This article develops and analyzes a data-dependent metric known as diffusion state distance (DSD), which compares points using a…
A classical statistical inequality is used to show that the distance covariance of two bounded random vectors is bounded from above by a simple function of the dimensionality and the bounds of the random vectors. Two special cases that…
The paper introduces scaled Bregman distances of probability distributions which admit non-uniform contributions of observed events. They are introduced in a general form covering not only the distances of discrete and continuous stochastic…
Codifference is a commonly used measure of dependence for stable vectors and processes for which covariance is infinite. However, we argue that it can also be used for other heavy-tail distributions and it provides useful information for…
Goodness-of-fit tests gauge whether a given set of observations is consistent (up to expected random fluctuations) with arising as independent and identically distributed (i.i.d.) draws from a user-specified probability distribution known…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…
We introduce two new measures for the dependence of $n \ge 2$ random variables: distance multivariance and total distance multivariance. Both measures are based on the weighted $L^2$-distance of quantities related to the characteristic…
Given two distinct datasets, an important question is if they have arisen from the the same data generating function or alternatively how their data generating functions diverge from one another. In this paper, we introduce an approach for…
We introduce a flexible framework that produces high-quality almost-exact matches for causal inference. Most prior work in matching uses ad-hoc distance metrics, often leading to poor quality matches, particularly when there are irrelevant…
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…
Statistical distances, divergences, and similar quantities have a large history and play a fundamental role in statistics, machine learning and associated scientific disciplines. However, within the statistical literature, this extensive…