measuring and testing dependence by correlation of distances

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References

[1] Székely, Gábor J., Maria L. Rizzo, and Nail K. Bakirov. "Measuring and testing dependence by correlation of distances." The Annals of Statistics 35.6 (2007): 2769-2794.

[2] Fukumizu, Kenji, Francis R. Bach, and Michael I. Jordan. "Kernel dimension reduction in regression." The Annals of Statistics 37.4 (2009): 1871-1905.