Relations between two sets of variates: The bits of information provided by each variate in each set

DOI10.1016/0167-7152(88)90107-1zbMath0633.62004OpenAlexW2071983208MaRDI QIDQ1096262

Henri Theil, Ching-Fan Chung

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90107-1

zbMATH Keywords

information-theoretic measureCanonical correlation theorytotal amount of information

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Unnamed Item
• How many bits of information does an independent variable yield in a multiple regression?
• Indicator and filter attributes of monetary aggregates
• Relative Importance by Averaging Over Orderings
• RELATIONS BETWEEN TWO SETS OF VARIATES

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