activity
20122026
most citedThe affinely invariant distance correlation

34 citations · 54 across the 9 of their papers we have counts for

collaborators

11 papers

math.ST2026

Spectral Analysis of Gaussian Integral Operators Arising in BHEP Tests

Bruno Ebner, Dominic Edelmann, Norbert Henze +2

The Baringhaus-Henze-Epps-Pulley (BHEP) tests for multivariate normality are affine-invariant goodness-of-fit tests based on a Gaussian-weighted distance between empirical an…

stat.ME2026

Approximating the null distribution of generalized distance covariance

Dominic Edelmann

The null distribution of distance covariance is usually approximated by permutation, which is prohibitive when very small p-values are needed, or by matching a few moments to a par…

math.ST2026

Omnibus Goodness-of-Fit Testing for Distributions on Stiefel Manifolds

Dominic Edelmann, Donald Richards

In this article, a comprehensive framework for goodness-of-fit testing for distributions on Stiefel manifolds is developed. The approach is based on integrals of the squared differ…

math.ST2022★ 2 cited

A Basic Treatment of the Distance Covariance

Dominic Edelmann, Tobias Terzer, Donald Richards

The distance covariance of Székely, et al. [23] and Székely and Rizzo [21], a powerful measure of dependence between sets of multivariate random variables, has the crucial feature…

math.PR2022★ 5 cited

Product Inequalities for Multivariate Gaussian, Gamma, and Positively Upper Orthant Dependent Distributions

Dominic Edelmann, Donald Richards, Thomas Royen

The Gaussian product inequality is an important conjecture concerning the moments of Gaussian random vectors. While all attempts to prove the Gaussian product inequality in full ge…

math.ST2020

Testing for genetic interactions in complex disease with distance correlation

Fernando Castro-Prado, Javier Costas, Dominic Edelmann +2

Understanding epistasis (genetic interaction) may shed some light on the genomic basis of common diseases, including disorders of maximum interest due to their high socioeconomic b…

stat.ME2017

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

Dominic Edelmann, Konstantinos Fokianos, Maria Pitsillou

The concept of distance covariance/correlation was introduced recently to characterize dependence among vectors of random variables. We review some statistical aspects of distance…

math.ST2017

The Distance Standard Deviation

Dominic Edelmann, Donald Richards, Daniel Vogel

The distance standard deviation, which arises in distance correlation analysis of multivariate data, is studied as a measure of spread. The asymptotic distribution of the empirical…

math.ST2015★ 13 cited

Distance Correlation Coefficients for Lancaster Distributions

Johannes Dueck, Dominic Edelmann, Donald Richards

We consider the problem of calculating distance correlation coefficients between random vectors whose joint distributions belong to the class of Lancaster distributions. We derive…

math.ST2014

A Generalization of an Integral Arising in the Theory of Distance Correlation

Johannes Dueck, Dominic Edelmann, Donald Richards

We generalize an integral which arises in several areas in probability and statistics and which is at the core of the field of distance correlation, a concept developed by Székely,…

math.ST2012★ 34 cited

The affinely invariant distance correlation

Johannes Dueck, Dominic Edelmann, Tilmann Gneiting +1

Székely, Rizzo and Bakirov (Ann. Statist. 35 (2007) 2769-2794) and Székely and Rizzo (Ann. Appl. Statist. 3 (2009) 1236-1265), in two seminal papers, introduced the powerful concep…