Detecting independence of random vectors: generalized distance covariance and Gaussian covariance

Böttcher, Björn; Keller-Ressel, Martin; Schilling, René L.

doi:10.15559/18-VMSTA116

A Regression Perspective on Generalized Distance Covariance and the Hilbert–Schmidt Independence Criterion

Dominic Edelmann, Jelle Goeman

https://doi.org/10.1214/21-STS841

Journal Statistical Science Volume 37, Issue 4 (2022), p. 562

A Slicing‐Free Perspective to Sufficient Dimension Reduction: Selective Review and Recent Developments

Lu Li, Xiaofeng Shao, Zhou Yu

https://doi.org/10.1111/insr.12565

Journal International Statistical Review Volume 92, Issue 3 (2024), p. 355

A projection-based test for conditional mean independence

Zou Feng, Zhang Hu, Cui Hengjian

https://doi.org/10.1360/SSM-2024-0109

Journal SCIENTIA SINICA Mathematica (2025)

A time-span-focussed test for independence of time-varying linear processes

Carina Beering

https://doi.org/10.1080/10485252.2025.2577134

Journal Journal of Nonparametric Statistics Volume 38, Issue 1 (2026), p. 4

Comparing Robust Versions of Distance Covariance: A Comment on the Biloop Approach

Dominic Edelmann

https://doi.org/10.1111/insr.70012

Journal International Statistical Review Volume 94, Issue 1 (2026), p. 26

Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures

Björn Böttcher

https://doi.org/10.1080/02331888.2020.1748029

Journal Statistics Volume 54, Issue 3 (2020), p. 577

Deep nonlinear sufficient dimension reduction

YinFeng Chen, YuLing Jiao, Rui Qiu, Zhou Yu

https://doi.org/10.1214/24-AOS2390

Journal The Annals of Statistics Volume 52, Issue 3 (2024), p. 1201

Distance multivariance: New dependence measures for random vectors

Björn Böttcher, Martin Keller-Ressel, René L. Schilling

https://doi.org/10.1214/18-AOS1764

Journal The Annals of Statistics Volume 47, Issue 5 (2019), p. 2757

Fréchet sufficient dimension reduction for random objects

Chao Ying, Zhou Yu

https://doi.org/10.1093/biomet/asac012

Journal Biometrika Volume 109, Issue 4 (2022), p. 975

Generalization of the Energy Distance by Bernstein Functions

Jean Carlo Guella

https://doi.org/10.1007/s10959-022-01167-z

Journal Journal of Theoretical Probability Volume 36, Issue 1 (2023), p. 494

Generalization of the HSIC and distance covariance using PDI kernels

Jean Carlo Guella

https://doi.org/10.1007/s43037-023-00296-9

Journal Banach Journal of Mathematical Analysis Volume 17, Issue 4 (2023)

Generalized martingale difference divergence: Detecting conditional mean independence with applications in variable screening

Lu Li, Chenlu Ke, Xiangrong Yin, Zhou Yu

https://doi.org/10.1016/j.csda.2022.107618

Journal Computational Statistics & Data Analysis Volume 180 (2023), p. 107618

Hilbert space embeddings of independence tests of several variables with radial basis functions

Jean Carlo Guella

https://doi.org/10.1142/S0219530526500089

Journal Analysis and Applications Volume 24, Issue 08 (2026), p. 2023

Tests of multivariate copula exchangeability based on Lévy measures

Tarik Bahraoui, Jean‐François Quessy

https://doi.org/10.1111/sjos.12557

Journal Scandinavian Journal of Statistics Volume 49, Issue 3 (2022), p. 1215

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