Browsing by Author "Edelmann, Dominic"
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Article
An Updated Literature Review of Distance Correlation and Its Applications to Time Series
Edelmann, Dominic; Fokianos, Konstantinos; Pitsillou, Maria (2019)The concept of distance covariance/correlation was introduced recently to characterise dependence among vectors of random variables. We review some statistical aspects of distance covariance/correlation function, and we ...