Partial Distance Correlation with Methods for Dissimilarities

@article{Szkely2013PartialDC,
  title={Partial Distance Correlation with Methods for Dissimilarities},
  author={G{\'a}bor J. Sz{\'e}kely and Maria L. Rizzo},
  journal={arXiv: Methodology},
  year={2013}
}
Distance covariance and distance correlation are scalar coefficients that characterize independence of random vectors in arbitrary dimension. Properties, extensions, and applications of distance correlation have been discussed in the recent literature, but the problem of defining the partial distance correlation has remained an open question of considerable interest. The problem of partial distance correlation is more complex than partial correlation partly because the squared distance… Expand

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