Dependence and dependence structures: estimation and visualization using the unifying concept of distance multivariance

  title={Dependence and dependence structures: estimation and visualization using the unifying concept of distance multivariance},
  author={Bjorn Bottcher},
  journal={Open Statistics},
  • Bjorn Bottcher
  • Published 19 December 2017
  • Mathematics, Computer Science
  • Open Statistics
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. Here we discuss several new aspects, present a concise overview and use it as the basis for several new results and concepts: in particular, we show that distance multivariance unifies (and extends) distance covariance and the Hilbert-Schmidt independence criterion HSIC, moreover also the classical linear dependence… 

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