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The Energy of Data and Distance Correlation
by GΓ‘bor J. SzΓ©kely, Maria L. Rizzo
Mathematics / Probability & Statistics / General
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CRC Press
Year: 2023
Pages: 466
Language: EN
About this book
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 C...
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