Rejoinder: Brownian distance covariance
Gábor J. Székely, Maria L. Rizzo · The Annals of Applied Statistics · 2009
First of all we want to thank the editor, Michael Newton, for leading the review and discussion of our work.We also want to thank all discussants for their interesting comments.Some of them are in fact short research papers that expand the scope of Brownian Distance Covariance.Many of the comments emphasized the existence of some competing notions like maximal correlation; others requested further clarifications or suggested several extensions.Most of the comments were theoretical in nature.We do hope that once our new correlation is applied in practice we shall receive comments from the broader community of applied statisticians.Let us now continue with replies to the discussions collectively by grouping the topics.