Article

On relationships between the Pearson and the distance correlation coefficients

Dominic EdelmannDivision of Biostatistics, German Cancer Research Center, Im Neuenheimer Feld 280, 69120 Heidelberg, GermanyTamás F. MóriAlfréd Rényi Institute of Mathematics, Reáltanoda u. 13–15, H-1053 Budapest, HungaryGábor J. SzékelyAlfréd Rényi Institute of Mathematics, Reáltanoda u. 13–15, H-1053 Budapest, Hungary

2020en

ABI

Abstract

In this paper we show that for any fixed Pearson correlation coefficient strictly between −1 and 1, the distance correlation coefficient can take any value in the open unit interval (0,1).

Identifiers

DOI: 10.1016/j.spl.2020.108960

Citations and references

Cited by 30 references

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