Measuring linear correlation between random vectors (Q6195215)
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scientific article; zbMATH DE number 7816967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring linear correlation between random vectors |
scientific article; zbMATH DE number 7816967 |
Statements
Measuring linear correlation between random vectors (English)
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13 March 2024
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multivariate correlation
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cyclical monotonicity
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financial time series
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dissimilarity measure
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multivariate Cauchy-Schwarz inequality
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