Recent Developments in Statistical Inference Using Distance Correlation and Related Dependence Metrics — Invited Papers
Section on Nonparametric Statistics , IMS , International Chinese Statistical Association
Organizer(s): Xiaofeng Shao, University of Illinois, At Urbana-Champaign
Chair(s): Xiaofeng Shao, University of Illinois, At Urbana-Champaign
10:35 AM
Applications of Distance Correlation to Time Series
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Richard A. Davis, Columbia University ; Muneya Matsui, Nanzan University ; Thomas Mikosch, University of Copenhagen ; Phyllis Wan, Columbia University