34 citations · 146 across the 12 of their papers we have counts for
4 papers · 1 filter
Dependence and dependence structures: estimation and visualization using the unifying concept of distance multivariance
Björn Böttcher
Distance multivariance is a multivariate dependence measure, which can detect dependencies between an arbitrary number of random vectors each of which can have a distinct dimension…
Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
Björn Böttcher, Martin Keller-Ressel, René L. Schilling
Distance covariance is a quantity to measure the dependence of two random vectors. We show that the original concept introduced and developed by Székely, Rizzo and Bakirov can be e…
Distance multivariance: New dependence measures for random vectors
Björn Böttcher, Martin Keller-Ressel, René L. Schilling
We introduce two new measures for the dependence of random variables: distance multivariance and total distance multivariance. Both measures are based on the weighted $L^…
Markovian Maximal Coupling of Markov Processes
Björn Böttcher
Markovian maximal couplings of Markov processes are characterized by an equality of total variation and a distance of Wasserstein type. If a Markovian maximal coupling is a Feller…