Distance covariance and distance correlation are non-negative real numbers that characterize the independence of random vectors in arbitrary dimensions. In this work we prove that distance covariance is unique, starting from a definition of a covariance as a weighted L2 norm that measures the...

In this paper we investigate the tail behaviour of a random variable S which may be viewed as a functional T of a zero mean Gaussian process X, taking special interest in the situation where X obeys the structure which is typical for limiting processes ocurring in nonparametric testing of...

In this paper we investigate the tail behaviour of a random variable S which may be viewed as a functional T of a zero mean Gaussian process X, taking special interest in the situation where X obeys the structure which is typical for limiting processes ocurring in nonparametric testing of...