“…The concepts of distance covariance and distance correlation, introduced by Székely, et al [27,31], have been shown to be widely applicable for measuring dependence between collections of random variables. As examples of the ubiquity of distance correlation methods, we note the results on distance correlation given recently by: Székely, et al [21,28,29,30,31], on statistical inference; Sejdinovic, et al [26], on machine learning; Kong, et al [10], on familial relationships and mortality; Zhou [33], on nonlinear time series; Lyons [17], on abstract metric spaces; Martínez-Gomez, et al [18] and Richards, et al [20], on large astrophysical databases; Dueck, et al [5], on high-dimensional inference and the analysis of wind data; and Dueck, et al [6], on a connection with singular integrals on Euclidean spaces.…”