y, G.J. and Rizzo, M.L. (2009),
  Brownian Distance Covariance,
 <em>Annals of Applied Statistics</em>, Vol. 3 No. 4, pp.
 1236-1265. (Also see discussion and rejoinder.)
 <br><a href="https://doi.org/10.1214/09-AOAS312" class="external-link">doi:10.1214/09-AOAS312</a></p>
<p>Szekely, G.J., Rizzo, M.L., and Bakirov, N.K. (2007),
  Measuring and Testing Dependence by Correlation of Distances,
 <em>Annals of Statistics</em>, Vol. 35 No. 6, pp. 2769-2794.
 <br><a href="https://doi.org/10.1214/00905360700000050