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The distance correlation<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si38.gif" display="inline" overflow="scroll"><mml:mi>t</mml:mi></mml:math>-test of independence in high dimension

Math XmlnsMeasurementSimilarity MeasureHigher Dimensional ProblemHigh DimensionStatisticsWasserstein Distance