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Modern Stochastics: Theory and Applications


Cited by 8
Detecting independence of random vectors: generalized distance covariance and Gaussian covariance

A Regression Perspective on Generalized Distance Covariance and the Hilbert–Schmidt Independence Criterion
Dominic Edelmann, Jelle Goeman
https://doi.org/10.1214/21-STS841
Journal:  Statistical Science Volume 37, Issue 4 (2022)
Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures
Björn Böttcher
https://doi.org/10.1080/02331888.2020.1748029
Journal:  Statistics Volume 54, Issue 3 (2020), p. 577
Distance multivariance: New dependence measures for random vectors
Björn Böttcher, Martin Keller-Ressel, René L. Schilling
https://doi.org/10.1214/18-AOS1764
Journal:  The Annals of Statistics Volume 47, Issue 5 (2019)
Fréchet sufficient dimension reduction for random objects
Chao Ying, Zhou Yu
https://doi.org/10.1093/biomet/asac012
Journal:  Biometrika Volume 109, Issue 4 (2022), p. 975
Generalization of the Energy Distance by Bernstein Functions
Jean Carlo Guella
https://doi.org/10.1007/s10959-022-01167-z
Journal:  Journal of Theoretical Probability Volume 36, Issue 1 (2023), p. 494
Generalization of the HSIC and distance covariance using PDI kernels
Jean Carlo Guella
https://doi.org/10.1007/s43037-023-00296-9
Journal:  Banach Journal of Mathematical Analysis Volume 17, Issue 4 (2023)
Generalized martingale difference divergence: Detecting conditional mean independence with applications in variable screening
Lu Li, Chenlu Ke, Xiangrong Yin, Zhou Yu
https://doi.org/10.1016/j.csda.2022.107618
Journal:  Computational Statistics & Data Analysis Volume 180 (2023), p. 107618
Tests of multivariate copula exchangeability based on Lévy measures
Tarik Bahraoui, Jean‐François Quessy
https://doi.org/10.1111/sjos.12557
Journal:  Scandinavian Journal of Statistics Volume 49, Issue 3 (2022), p. 1215


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