On relationships between the Pearson and the distance correlation coefficients

Name: Work Video:
Duration: 3 min 30 s
Description: 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).
Dominic Edelmann; Tamás F. Móri; Gábor J. Székely
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