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The Energy of Data and Distance Correlation

The Energy of Data and Distance Correlation

Hardcover

Series: Chapman & Hall/CRC Monographs on Statistics and Applied Prob

Probability & Statistics

ISBN10: 1482242745
ISBN13: 9781482242744
Publisher: CRC Press
Published: Feb 14 2023
Pages: 448
Weight: 1.82
Height: 1.00 Width: 6.14 Depth: 9.21
Language: English

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 Correlation is intended for teachers and students looking for dedicated material on energy statistics, but can serve as a supplement to a wide range of courses and areas, such as Monte Carlo methods, U-statistics or V-statistics, measures of multivariate dependence, goodness-of-fit tests, nonparametric methods and distance based methods.

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Probability & Statistics