The energy of data and distance correlation / G©Łbor J. Sz©♭kely and Maria L. Rizzo.
| Author/creator | Sz©♭kely, G©Łbor J., 1947- |
| Other author | Rizzo, Maria L. |
| Format | Electronic |
| Publication Info | Boca Raton : CRC Press, 2023. |
| Description | pages cm |
| Supplemental Content | Full text available from Taylor & Francis eBooks |
| Subjects |
| Series | Chapman & Hall/CRC Monographs on Statistics and Applied Probability |
| Contents | Preliminaries -- Energy distance -- Introduction to energy inference -- Goodness-of-fit -- Testing multivariate normality -- Eigenvalues for one-sample e-statistics -- Generalized goodness-of-fit -- Multi-sample energy statistics -- Energy in metric spaces and other distances -- On correlation and other measures of association -- Distance correlation -- Testing independence -- Applications and extensions -- Brownian distance covariance -- U-statistics and unbiased dCov -- Partial distance correlation -- The numerical value of dCor -- The dCor t-test of independence in high dimension -- Computational algorithms -- Time series and distance correlation -- Axioms of dependence measures -- Earth mover's correlation. |
| Abstract | "Energy distance is a statistical distance between the distributions of random vectors, which characterizes equality of distributions. The name energy derives from Newton's gravitational potential energy, and there is an elegant relation to the notion of potential energy between statistical observations. Energy statistics are functions of distances between statistical observations in metric spaces. The authors hope this book will spark the interest of most statisticians who so far have not explored E-statistics and would like to apply these new methods using R. The Energy of Data and Distance Correlation is intended for teachers and students looking for dedicated material on energy statistics, but can serve as a supplement to a wide range of courses and areas, such as Monte Carlo methods, U-statistics or V-statistics, measures of multivariate dependence, goodness-of-fit tests, nonparametric methods and distance based methods"-- Provided by publisher. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2022039657 |
| ISBN | 9781482242744 (hardback) |
| ISBN | 9781032433790 (paperback) |
| ISBN | (ebook) |