Πλοήγηση ανά Συγγραφέα "Panagoulias, Ioannis"
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Τεκμήριο Distance correlation(02/10/2021) Panagoulias, Ioannis; Παναγούλιας, Ιωάννης; Athens University of Economics and Business, Department of Statistics; Papastamoulis, Panagiotis; Pedeli, Xanthi; Karlis, DimitriosDistance correlation is a new measure of dependence analogous to Pearson correlation. However, unlike the classical definition of correlation, the distance correlation can be defined for X and Y in arbitrary dimensions. In addition, the distance correlation is zero if and only if the random vectors are independent, something which is not true for the Pearson correlation. These two remarkable properties allow for detecting non-linear dependencies among random vectors, leading this new measure to be used to a number of applications. The current thesis aims to introduce distance correlation and review its development.