메뉴 건너뛰기




Volumn 3, Issue 4, 2009, Pages 1236-1265

Brownian distance covariance

Author keywords

Brownian covariance; Dcor; Distance correlation; Independence; Multivariate

Indexed keywords


EID: 80052945281     PISSN: 19326157     EISSN: 19417330     Source Type: Journal    
DOI: 10.1214/09-AOAS312     Document Type: Article
Times cited : (778)

References (32)
  • 2
    • 33746878517 scopus 로고    scopus 로고
    • A multivariate nonparametric test of independence
    • Bakirov, N. K., Rizzo, M. L. and Székely, G. J. (2006). A multivariate nonparametric test of independence. J. Multivariate Anal. 93 1742-1756.
    • (2006) J. Multivariate Anal , vol.93 , pp. 1742-1756
    • Bakirov, N.K.1    Rizzo, M.L.2    Székely, G.J.3
  • 3
    • 0007004191 scopus 로고
    • On a measure of dependence between two random variables
    • Blomqvist, N. (1950). On a measure of dependence between two random variables. Ann. Math. Statist. 21 593-600.
    • (1950) Ann. Math. Statist , vol.21 , pp. 593-600
    • Blomqvist, N.1
  • 4
    • 0000360523 scopus 로고
    • Distribution free tests of independence based on the sample distribution function
    • Blum, J. R., Kiefer, J. and Rosenblatt, M. (1961). Distribution free tests of independence based on the sample distribution function. Ann. Math. Statist. 32 485-498.
    • (1961) Ann. Math. Statist , vol.32 , pp. 485-498
    • Blum, J.R.1    Kiefer, J.2    Rosenblatt, M.3
  • 7
    • 0006085632 scopus 로고
    • Central limit theorem under weak dependence
    • Bradley, R. C. (1981). Central limit theorem under weak dependence. J. Multivariate Anal. 11 1-16.
    • (1981) J. Multivariate Anal , vol.11 , pp. 1-16
    • Bradley, R.C.1
  • 8
    • 0011686524 scopus 로고
    • A Central Limit theorem for stationary ρ-mixing sequences with infinite variance
    • Bradley, R. C. (1988). A Central Limit theorem for stationary ρ-mixing sequences with infinite variance. Ann. Probab. 16 313-332.
    • (1988) Ann. Probab , vol.16 , pp. 313-332
    • Bradley, R.C.1
  • 15
    • 82355174413 scopus 로고    scopus 로고
    • The multiparameter fractional Brownian motion
    • In, Springer, Berlin
    • Herbin, E. and Merzbach, E. (2007). The multiparameter fractional Brownian motion. In Math. Everywhere 93-101. Springer, Berlin.
    • (2007) Math. Everywhere , pp. 93-101
    • Herbin, E.1    Merzbach, E.2
  • 19
    • 0000753192 scopus 로고
    • On the supremum of a Gaussian process
    • Landau, H. J. and Shepp, L. A. (1970). On the supremum of a Gaussian process. Sankya Ser. A 32 369-378.
    • (1970) Sankya Ser. A , vol.32 , pp. 369-378
    • Landau, H.J.1    Shepp, L.A.2
  • 21
    • 70149113077 scopus 로고    scopus 로고
    • R Development Core Team, R Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0. Available at
    • R Development Core Team (2009). R: A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0. Available at http://www.R-project.org.
    • (2009) R: A language and environment for statistical computing
  • 25
    • 84870339290 scopus 로고    scopus 로고
    • Technical Report No. Dept. Mathematics and Statistics, Bowling Green State Univ., Bowling Green, OH, 08-01
    • Székely, G. J. and Bakirov, N. K. (2008). Brownian covariance and CLT for stationary sequences. Technical Report No. 08-01. Dept. Mathematics and Statistics, Bowling Green State Univ., Bowling Green, OH.
    • (2008) Brownian covariance and CLT for stationary sequences
    • Székely, G.J.1    Bakirov, N.K.2
  • 26
    • 0038648310 scopus 로고    scopus 로고
    • Extremal probabilities for Gaussian quadratic forms
    • Székely, G. J. and Bakirov, N. K. (2003). Extremal probabilities for Gaussian quadratic forms. Probab. Theory Related Fields 126 184-202.
    • (2003) Probab. Theory Related Fields , vol.126 , pp. 184-202
    • Székely, G.J.1    Bakirov, N.K.2
  • 27
    • 33744761434 scopus 로고    scopus 로고
    • Hierarchical clustering via joint between-within distances: Extending Ward's minimum variance method
    • Székely, G. J. and Rizzo, M. L. (2005). Hierarchical clustering via joint between-within distances: Extending Ward's minimum variance method.J. Classification 22 151-183.
    • (2005) J. Classification , vol.22 , pp. 151-183
    • Székely, G.J.1    Rizzo, M.L.2
  • 28
    • 50849124115 scopus 로고    scopus 로고
    • Measuring and testing independence by correlation of distances
    • Székely, G. J., Rizzo, M. L. and Bakirov, N. K. (2007). Measuring and testing independence by correlation of distances. Ann. Statist. 35 2769-2794.
    • (2007) Ann. Statist , vol.35 , pp. 2769-2794
    • Székely, G.J.1    Rizzo, M.L.2    Bakirov, N.K.3
  • 29
    • 0039999914 scopus 로고
    • Small tails for the supremum of a gaussian process
    • Talagrand, M. (1988). Small tails for the supremum of a gaussian process. Ann. Inst. H. Poincaré Probab. Statist. 24 307-315.
    • (1988) Ann. Inst. H. Poincaré Probab. Statist , vol.24 , pp. 307-315
    • Talagrand, M.1
  • 30
    • 18844440074 scopus 로고    scopus 로고
    • Multivariate nonparametric tests of independence
    • Taskinen, S., Oja, H. and Randles, R. H. (2005). Multivariate nonparametric tests of independence. J. Amer. Statist. Assoc. 100 916-925.
    • (2005) J. Amer. Statist. Assoc , vol.100 , pp. 916-925
    • Taskinen, S.1    Oja, H.2    Randles, R.H.3
  • 31
    • 84870380605 scopus 로고
    • Statistical Abstract of the United States
    • United States Bureau of the Census (1970). Statistical Abstract of the United States.
    • (1970) United States Bureau of the Census
  • 32
    • 0013465016 scopus 로고
    • On the independence of k sets of normally distributed statistical variables
    • Wilks, S. S. (1935). On the independence of k sets of normally distributed statistical variables. Econometrica 3 309-326.
    • (1935) Econometrica , vol.3 , pp. 309-326
    • Wilks, S.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.