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

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

Björn Böttcher - , Chair of Probability Theory (Author)
Martin Keller-Ressel - , Chair of Stochastic Analysis and Financial Mathematics (OTT professorship) (Author)
Rene Schilling - , Chair of Probability Theory (Author)

Details

Original language	English
Journal	Modern Stochastics: Theory and Applications
Publication status	Published - 2018
Peer-reviewed	Yes

External IDs

Scopus	85061932807
ORCID	/0000-0003-0913-3363/work/166762734

Keywords

Keywords

independence, covariance, distance covariance, negative definite function