An Updated Literature Review of Distance Correlation and Its Applications to Time Series-Reference-Cited by-同舟云学术

An Updated Literature Review of Distance Correlation and Its Applications to Time Series

Published:2018-09-27 Issue:2 Volume:87 Page:237-262
ISSN:0306-7734
Container-title:International Statistical Review
language:en
Short-container-title:International Statistical Review

Author:

Edelmann Dominic¹^ORCID,Fokianos Konstantinos²,Pitsillou Maria³

Affiliation:

1. Department of Biostatistics; German Cancer Research Center; Heidelberg Germany

2. Department of Mathematics & Statistics; Lancaster University; Lancaster UK

3. Department of Mathematics & Statistics; University of Cyprus; Nicosia Cyprus

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/insr.12294/fullpdf

Reference97 articles.

1. Testing serial independence via density-based measures of divergence;Bagnato;Methodol. Comput. Appl. Probab.,2014

2. A multivariate nonparametric test of independence;Bakirov;J. Multivariate Anal.,2006

3. Brownian covariance and central limit theorem for stationary sequences;Bakirov;Theory Probab. Appl.,2011

4. Balasubramanian , K. Sriperumbudur , B.K. Lebanon , G. 2013 Ultrahigh dimensional feature screening via RKHS embeddings Proceedings of the Sixteenth International Conference on Artificial Intelligence and Statistics 126 134

5. Belu , A.C. 2012 Multivariate measures of dependence for random variables and Lévy processes

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