E-statistics (energy statistics)
Description
E-statistics (energy) tests and statistics for comparing
distributions: multivariate normality, multivariate distance
components and k-sample test for equal distributions,
hierarchical clustering by e-distances, multivariate
independence tests, distance correlation, goodness-of-fit
tests. Energy- statistics concept based on a generalization of
Newton's potential energy is due to Gabor J. Szekely.