On relationships between the Pearson and the distance correlation coefficients

By Dominic Edelmann, Tamás F. Móri, G'abor J. Sz'ekely. 2021

311 citations recorded by the source corpus.

Abstract In this paper we show that for any fixed Pearson correlation coefficient strictly between − 1 and 1, the distance correlation coefficient can take any value in the open unit interval ( 0 , 1 ) .

Subfields: Artificial Intelligence, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/27196b2de1f6328a1eb55ca47cbcd8f21c5c50b9