论文标题

公制空间中的非参数独立测试:什么是已知和什么

Nonparametric independence tests in metric spaces: What is known and what is not

论文作者

Castro-Prado, Fernando, González-Manteiga, Wenceslao

论文摘要

距离相关性是皮尔逊相关性的最新扩展,它表征了欧几里得空间值的随机变量之间的一般统计独立性,而不仅仅是线性关系。这篇评论深入研究了如何以及何时将距离相关性扩展到度量空间,将文献中可用的信息与一些原始言论和证据相结合,以任何数学统计学家都可以理解的方式。

Distance correlation is a recent extension of Pearson's correlation, that characterises general statistical independence between Euclidean-space-valued random variables, not only linear relations. This review delves into how and when distance correlation can be extended to metric spaces, combining the information that is available in the literature with some original remarks and proofs, in a way that is comprehensible for any mathematical statistician.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源