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Distance correlation

In statistics and in probability theory, distance correlation is a measure of dependence between two paired random vectors of arbitrary, not necessarily equal, dimension. The population distance correlation coefficient is zero if and only if the random vectors are independent. Thus, distance correlation measures both linear and nonlinear association…

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Background

Definitions

Distance covariance

Properties

Generalization

Alternative definition of distance covariance

Alternative formulation: Brownian covariance

Related metrics

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Map overview Semantic statistics

Distance correlation

Nodes58
Edges57
Triples82
Avg. degree1.97
Density0.034483
Components1

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Distance correlation

Top relations

related to References · 63
Distance correlation → AOAS312, AOAS312A, AOAS312B, AOAS312REJ, AOP803, AOS1255, Applied Statistics, Bakirov, Bibcode, Bickel, Biometrika, Bologna, Brownian, Charles University, Data, Discussion, Dissimilarities, Distance, E-Statistics, Energy
related to background · 10
Distance correlation → Brownian, Correlation, Distance, Gábor, It, Pearson, Pearson's, Székely, The, These
related to Related metrics · 4
Distance correlation → Both, Hilbert-Schmidt Independence Criterion, HSIC, Other
is a · 2
Distance correlation → measure of dependence between two paired random vectors of arbitrary, square root of dCor 2
related to Distance correlation · 1
Distance correlation → The

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Important terminology

distance covariance correlation displaystyle operatorname random independent variables dcov distances two vectors doi brownian statistics sample function square 10 székely

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Distance correlationis ameasure of dependence between two paired random vectors of arbitrary0.90text
Distance correlationis asquare root of dCor 20.90text
canonical correlation analysisinstance ofBoth distance correlation and kernel-based metrics can be used in methods0.80text
independent component analysis to yield stronger statistical powerinstance ofBoth distance correlation and kernel-based metrics can be used in methods0.80text
Distance correlationrelated to backgroundThe0.60section
Distance correlationrelated to backgroundPearson0.60section
Distance correlationrelated to backgroundDistance0.60section
Distance correlationrelated to backgroundGábor0.60section
Distance correlationrelated to backgroundSzékely0.60section
Distance correlationrelated to backgroundPearson's0.60section
Distance correlationrelated to backgroundCorrelation0.60section
Distance correlationrelated to backgroundIt0.60section

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