相关论文: The affinely invariant distance correlation

A popular measure of association is the tail dependence coefficient which measures the strength of dependence in either the lower-left or upper-right tail of a bivariate distribution. In this paper, we develop the idea of quantile…

This paper introduces a novel measure to quantify the directional dependence of extreme events between two variables. The proposed approach is designed to capture asymmetric tail dependence by studying conditional tail expectations of…

Spherical and hyperspherical data are commonly encountered in diverse applied research domains, underscoring the vital task of assessing independence within such data structures. In this context, we investigate the properties of test…

Given an iid sequence of pairs of stochastic processes on the unit interval we construct a measure of independence for the components of the pairs. We define distance covariance and distance correlation based on approximations of the…

This study develops a statistical conditional approach to evaluate climate model performance in wind speed and direction and to project their future changes under the representative concentration pathway 8.5 scenario over inland and…

We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…

Spatial intensity correlations between waves transmitted through random media are analyzed within the framework of the random matrix theory of transport. Assuming that the statistical distribution of transfer matrices is isotropic, we found…

This paper addresses the statistical problem of estimating the infinite-norm deviation from the empirical mean to the distribution mean for high-dimensional distributions on $\{0,1\}^d$, potentially with $d=\infty$. Unlike traditional…

For testing two random vectors for independence, we consider testing whether the distance of one vector from a center point is independent from the distance of the other vector from a center point by a univariate test. In this paper we…

Atmospheric wind speeds and their fluctuations at different locations (onshore and offshore) are examined. One of the most striking features is the marked intermittency of probability density functions (PDF) of velocity differences -- no…

We establish maximal trees and graphs for the difference of average distance and proximity proving thus the corresponding conjecture posed in [4]. We also establish maximal trees for the difference of average eccentricity and remoteness and…

This article proposes a new index for quantifying the degree of dependence between random vectors. The index takes values in [0,1] and equals zero if and only if the random vectors are sub-independent. Unlike mere uncorrelatedness,…

The discussion focuses on metric covariance, a new association measure between paired random objects in a metric space, developed by Dubey and M\"uller, and on its relationship with other similar concepts which have previously appeared in…

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…

We test recent claims that causal (driver/response) relationships can be deduced from interdependencies between simultaneously measured time series. We apply two recently proposed interdependence measures which should give similar results…

In modeling multivariate time series for either forecast or policy analysis, it would be beneficial to have figured out the cause-effect relations within the data. Regression analysis, however, is generally for correlation relation, and…

Understanding epistasis (genetic interaction) may shed some light on the genomic basis of common diseases, including disorders of maximum interest due to their high socioeconomic burden, like schizophrenia. Distance correlation is an…

We revise the extended uncertainty relations for the Rindler and Friedmann spacetimes recently discussed by Dabrowski and Wagner in [9]. We reveal these results to be coordinate dependent expressions of the invariant uncertainty relations…

We study the discrepancy between the distribution of a vector-valued functional of i.i.d. random elements and that of a Gaussian vector. Our main contribution is an explicit bound on the convex distance between the two distributions,…

This study investigates a powerful model, targeted to subjective assessments, based on pairwise comparisons. It provides a proof that a distance-based inconsistency reduction transforms an inconsistent pairwise comparisons (PC) matrix into…