Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics.
Ze JinDavid S. MattesonPublished in: J. Multivar. Anal. (2018)
Keyphrases
- distance measure
- test statistic
- multivariate gaussian distribution
- dependence structure
- statistical tests
- kolmogorov smirnov
- euclidean distance
- similarity measure
- statistical methods
- dissimilarity measure
- kullback leibler divergence
- test data
- noisy data
- covariance matrices
- multivariate data
- pointwise mutual information