Discussion of: Brownian distance covariance
Discussion of: Brownian distance covariance
A dependence statistic, the Brownian Distance Covariance, has been proposed for use in dependence measurement and independence testing: we refer to this contribution henceforth as SR [we also note the earlier work on this topic of Székely, Rizzo and Bakirov (2007)].Some advantages of the authors' approach are that the random …