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Statistical distance measures

Bhattacharyya distance
Bregman divergence
Cook's distance
Cramér–von Mises criterion
DiShIn
Distance correlation
Divergence (statistics)
Energy distance
Earth mover's distance
Fisher information metric
GraSM
Hellinger distance
Information distance
Jensen–Shannon divergence
Kendall tau distance
Łukaszyk–Karmowski metric
Mahalanobis distance
Minimum distance estimation
Normalized compression distance
Normalized Google distance
Optimal matching
Pitman closeness criterion
Process Window Index
Second-order co-occurrence pointwise mutual information
Semantic similarity
Signal-to-noise statistic
Similarity matrix
Statistical distance
Stein's method