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arXiv · 1010.0822

Discussion of: Brownian distance covariance

Michael R. Kosorok
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Abstract

We discuss briefly the very interesting concept of Brownian distance covariance developed by Sz\'{e}kely and Rizzo [Ann. Appl. Statist. (2009), to appear] and describe two possible extensions. The first extension is for high dimensional data that can be coerced into a Hilbert space, including certain high throughput screening and functional data settings. The second extension involves very simple modifications that may yield increased power in some settings. We commend Sz\'{e}kely and Rizzo for their very interesting work and recognize that this general idea has potential to have a large impact on the way in which statisticians evaluate dependency in data. [arXiv:1010.0297]

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Michael R. Kosorok. 2010-10-05. Discussion of: Brownian distance covariance. https://doi.org/10.1214/09-aoas312b

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