Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: An Updated Literature Review of Distance Correlation and its
  Applications to Time Series   The concept of distance covariance/correlation was introduced recently to
characterize dependence among vectors of random variables. We review some
statistical aspects of distance covariance/correlation function and we
demonstrate its applicability to time series analysis. We will see that the
auto-distance covariance/correlation function is able to identify nonlinear
relationships and can be employed for testing the i.i.d.\ hypothesis.
Comparisons with other measures of dependence are included.

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The categories of this paper are: plasm-ph
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The categories of this paper are: comp-gas
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The categories of this paper are: funct-an
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The categories of this paper are: math-ph
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The categories of this paper are: gr-qc
13
The categories of this paper are: quant-ph
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The categories of this paper are: hep-th
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The categories of this paper are: hep-ex
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The categories of this paper are: cmp-lg
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The categories of this paper are: physics
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The categories of this paper are: q-bio
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The categories of this paper are: q-alg
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The categories of this paper are: q-fin
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The categories of this paper are: supr-con
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The categories of this paper are: mtrl-th
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The categories of this paper are: chem-ph