A generalization of an integral arising in the theory of distance correlation

Johannes Dueck, Dominic Edelmann and Donald Richards

Statistics & Probability Letters, 2015, vol. 97, issue C, 116-119

Abstract: We generalize an integral which arises in several areas in probability and statistics and which is at the core of the field of distance correlation, a concept developed by Székely et al. (2007) to measure dependence between random variables.

Keywords: Analytic continuation; Distance correlation; Generalized functions; Measures of dependence; Meromorphic function; Singular integral (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (4)

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DOI: 10.1016/j.spl.2014.11.012

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