2.3k citations · 2.6k across the 6 of their papers we have counts for
7 papers
Three classical probability problems: the Hungarian roulette
Tamás F. Móri, Gábor J. Székely
In this paper three unrelated problems will be discussed. What connects them is the rich methodology of classical probability theory. In the first two problems we have a complete a…
The Earth Mover's Correlation
Tamás F. Móri, Gábor J. Székely
Since Pearson's correlation was introduced at the end of the 19th century many dependence measures have appeared in the literature. Recently we have suggested four simple axioms fo…
Calibrating dependence between random elements
Abram M. Kagan, Gabor J. Székely
Attempts to quantify dependence between random elements X and Y via maximal correlation go back to Gebelein (1941) and Rényi (1959). After summarizing properties (including some ne…
An extension of the Plancherel measure
Miklós Arató, Villö Csiszár, Balázs Gerencsér +5
Given a distribution in the unite square and having iid sample from it the first question what a statistician might do to test the hypothesis that the sample is iid. For this purpo…
DISCO analysis: A nonparametric extension of analysis of variance
Maria L. Rizzo, Gábor J. Székely
In classical analysis of variance, dispersion is measured by considering squared distances of sample elements from the sample mean. We consider a measure of dispersion for univaria…
Rejoinder: Brownian distance covariance
Gábor J. Székely, Maria L. Rizzo
Rejoinder to "Brownian distance covariance" by Gábor J. Székely and Maria L. Rizzo [arXiv:1010.0297]