Distance correlation

  • Székely, Gábor J., Maria L. Rizzo, and Nail K. Bakirov. "Measuring and testing dependence by correlation of distances." The annals of statistics 35.6 (2007): 2769-2794.

  • Székely, Gábor J., and Maria L. Rizzo. "Brownian distance covariance." The annals of applied statistics (2009): 1236-1265.

  • Dueck, Johannes, et al. "The affinely invariant distance correlation." Bernoulli 20.4 (2014): 2305-2330.

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