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arXiv · 2009.14150

Nonparametric independence tests in metric spaces: What is known and what is not

Fernando Castro-Prado·Wenceslao González-Manteiga
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Abstract

Distance correlation is a recent extension of Pearson's correlation, that characterises general statistical independence between Euclidean-space-valued random variables, not only linear relations. This review delves into how and when distance correlation can be extended to metric spaces, combining the information that is available in the literature with some original remarks and proofs, in a way that is comprehensible for any mathematical statistician.

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BibTeXRIS

Fernando Castro-Prado, Wenceslao González-Manteiga. 2020-09-29. Nonparametric independence tests in metric spaces: What is known and what is not. https://arxiv.org/abs/2009.14150

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