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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…
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…
Measuring and testing dependence by correlation of distances
Gábor J. Székely, Maria L. Rizzo, Nail K. Bakirov
Distance correlation is a new measure of dependence between random vectors. Distance covariance and distance correlation are analogous to product-moment covariance and correlation,…