The Annals of Applied Statistics

Discussion of: Brownian distance covariance

Michael R. Kosorok

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Abstract

We discuss briefly the very interesting concept of Brownian distance covariance developed by Székely and Rizzo [Ann. Appl. Statist. (2009), to appear] and describe two possible extensions. The first extension is for high dimensional data that can be coerced into a Hilbert space, including certain high throughput screening and functional data settings. The second extension involves very simple modifications that may yield increased power in some settings. We commend Székely and Rizzo for their very interesting work and recognize that this general idea has potential to have a large impact on the way in which statisticians evaluate dependency in data.

Article information

Source
Ann. Appl. Stat. Volume 3, Number 4 (2009), 1270-1278.

Dates
First available in Project Euclid: 1 March 2010

Permanent link to this document
http://projecteuclid.org/euclid.aoas/1267453935

Digital Object Identifier
doi:10.1214/09-AOAS312B

Mathematical Reviews number (MathSciNet)
MR2752129

Zentralblatt MATH identifier
05696873

Keywords
Brownian distance covariance correlation Hilbert spaces U-statistics

Citation

Kosorok, Michael R. Discussion of: Brownian distance covariance. Ann. Appl. Stat. 3 (2009), no. 4, 1270--1278. doi:10.1214/09-AOAS312B. http://projecteuclid.org/euclid.aoas/1267453935.


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