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

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.

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Year of publication:	2015
Authors:	Dueck, Johannes ; Edelmann, Dominic ; Richards, Donald
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 97.2015, C, p. 116-119
Publisher:	Elsevier
Subject:	Analytic continuation \| Distance correlation \| Generalized functions \| Measures of dependence \| Meromorphic function \| Singular integral

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011189316