Discussion of: Brownian distance covariance

By Michael R. Kosorok. 2009

36 citations recorded by the source corpus.

We discuss briefly the very interesting concept of Brownian distance covariance developed by Sz\'{e}kely and Rizzo [Ann. Appl. Statist. (2009), to appear] and describe two possible extensions. The first extension is for high dimensional data that can be coerced into a Hilbert space, including certain high throughput screening and functional data settings. The second extension involves very simple modifications that may yield increased power in some settings. We commend Sz\'{e}kely and Rizzo for their very interesting work and recognize that this general idea has potential to have a large impact on the way in which statisticians evaluate dependency in data. [arXiv:1010.0297]

Citations in the corpus

• An Updated Literature Review of Distance Correlation and Its Applications to Time Series (2017, unknown): “On the other hand, Kosorok (2009) suggested the weight function where M 1 and M 2 are positive-definite matrices.”