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04/16/2020
Notes on the interpretation of dependence measures
Besides the classical distinction of correlation and dependence, many de...
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12/03/2019
Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures
The multivariate Hilbert-Schmidt-Independence-Criterion (dHSIC) and dist...
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08/22/2018
On complex Gaussian random fields, Gaussian quadratic forms and sample distance multivariance
The paper contains results in three areas: First we present a general es...
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12/18/2017
Dependence structures - estimation and visualization using distance multivariance
Distance multivariance was recently introduced as a measure of multivari...
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11/21/2017
Detecting independence of random vectors I. Generalized distance covariance and Gaussian covariance
Distance covariance is a quantity to measure the dependence of two rando...
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11/21/2017
