The energy of data and distance correlation [electronic resource] / Gábor J. Székely and Maria L. Rizzo.

"Energy distance is a statistical distance between the distributions of random vectors, which characterizes equality of distributions. The name energy derives from Newton's gravitational potential energy, and there is an elegant relation to the notion of potential energy between statistical observat...

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Bibliographic Details
Main Authors: Székely, Gábor J., 1947- (Author)
Rizzo, Maria L. (Author)
Language:English
Published: Boca Raton : CRC Press, 2023.
Series:Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Subjects:
Online Access:
Format: Electronic eBook

MARC

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100 1 |a Székely, Gábor J.,  |d 1947-  |e author. 
245 1 4 |a The energy of data and distance correlation  |h [electronic resource] /  |c Gábor J. Székely and Maria L. Rizzo. 
264 1 |a Boca Raton :  |b CRC Press,  |c 2023. 
490 0 |a Chapman & Hall/CRC Monographs on Statistics and Applied Probability 
504 |a Includes bibliographical references and index. 
505 0 |a Preliminaries -- Energy distance -- Introduction to energy inference -- Goodness-of-fit -- Testing multivariate normality -- Eigenvalues for one-sample e-statistics -- Generalized goodness-of-fit -- Multi-sample energy statistics -- Energy in metric spaces and other distances -- On correlation and other measures of association -- Distance correlation -- Testing independence -- Applications and extensions -- Brownian distance covariance -- U-statistics and unbiased dCov -- Partial distance correlation -- The numerical value of dCor -- The dCor t-test of independence in high dimension -- Computational algorithms -- Time series and distance correlation -- Axioms of dependence measures -- Earth mover's correlation. 
520 |a "Energy distance is a statistical distance between the distributions of random vectors, which characterizes equality of distributions. The name energy derives from Newton's gravitational potential energy, and there is an elegant relation to the notion of potential energy between statistical observations. Energy statistics are functions of distances between statistical observations in metric spaces. The authors hope this book will spark the interest of most statisticians who so far have not explored E-statistics and would like to apply these new methods using R. The Energy of Data and Distance Correlation is intended for teachers and students looking for dedicated material on energy statistics, but can serve as a supplement to a wide range of courses and areas, such as Monte Carlo methods, U-statistics or V-statistics, measures of multivariate dependence, goodness-of-fit tests, nonparametric methods and distance based methods"--  |c Provided by publisher. 
650 0 |a Mathematical statistics. 
650 0 |a Distribution (Probability theory) 
650 0 |a Potential theory (Mathematics) 
700 1 |a Rizzo, Maria L.,  |e author. 
773 0 |t Taylor & Francis Complete 2023 eBooks   |d Taylor and Francis 
773 0 |t STATSnetBASE   |d Taylor and Francis 
773 0 |t Taylor & Francis eBooks (Complete Collection)   |d Taylor and Francis 
776 0 8 |i Print version:  |a Székely, Gábor J., 1947-  |t Energy of data and distance correlation  |d Boca Raton : CRC Press, 2023  |z 9781482242744  |w (DLC) 2022039657 
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856 4 0 |y Access Content Online(from STATSnetBASE)  |u https://ezproxy.msu.edu/login?url=https://www.taylorfrancis.com/books/9780429157158  |z STATSnetBASE: 2023 
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