Partial distance correlation with methods for dissimilarities
偏距离相关及其对相异度数据的方法扩展
Distance covariance and distance correlation are scalar coefficients that characterize independence of random vectors in arbitrary dimension. Properties, extensions and applications of distance correlation have been discussed in the recent literature, but the problem of defining the partial distance correlation has remained an open question of considerable interest. The problem of partial distance correlation is more complex than partial correlation partly because the…