User:Mathstat/Partial distance correlation
From Wikipedia, the free encyclopedia
In statistics and in probability theory, partial distance correlation is a measure of statistical dependence between two random variables or two random vectors controlling for or removing the effect of one or more random variables.[1] This measure extends distance covariance and distance correlation[2] in a similar sense that partial correlation extends correlation. The random variables/vectors of interest take values in arbitrary, not necessarily equal dimension Euclidean space.
Definitions
The sample partial distance covariance is defined in terms of orthogonal projections as follows.
