The affinely invariant distance correlation

Bernoulli

Volumn 20, Issue 4, 2014, Pages 2305-2330

  Dueck, Johannes ^a   Edelmann, Dominic ^a   Gneiting, Tilmann ^b   Richards, Donald ^c  

^a UNIVERSITY OF HEIDELBERG   (Germany)

^b KARLSRUHE INSTITUTE OF TECHNOLOGY   (Germany)

^c PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Affine invariance; Distance correlation; Distance covariance; Hypergeometric function of matrix argument; Multivariate independence; Multivariate normal distribution; Vector time series; Wind forecasting; Zonal polynomial

Indexed keywords

EID: 84907914438     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/13-BEJ558     Document Type: Article

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