@article{JMLR:v23:21-1328,
  author  = {Cyrill Scheidegger and Julia Hörrmann and Peter Bühlmann},
  title   = {The Weighted Generalised Covariance Measure},
  journal = {Journal of Machine Learning Research},
  year    = {2022},
  volume  = {23},
  number  = {273},
  pages   = {1--68},
  url     = {http://jmlr.org/papers/v23/21-1328.html}
}