Descriptive measures of multivariate scatter and linear dependence

DOI10.1016/S0047-259X(02)00061-1zbMath1023.62057MaRDI QIDQ1400014

Julio Rodríguez, Daniel Peña

Publication date: 30 July 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

correlationvariabilityprincipal componentsmultivarite variability

Mathematics Subject Classification ID

Related Items (14)

Test for equality of standardized generalized variance with different dimensions under high-dimensional settings ⋮ The shape of partial correlation matrices ⋮ Confidence intervals for product of powers of the generalized variances of k multivariate normal populations ⋮ Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions ⋮ Inferences on the ratio of two generalized variances: independent and correlated cases ⋮ A new confidence interval for standardized generalized variances of k -multivariate normal populations ⋮ UMVU estimation of the ratio of powers of normal generalized variances under correlation ⋮ On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables ⋮ Spectral domain diagnostics for testing model proximity and disparity in time series data ⋮ Dimensionless Measures of Variability and Dependence for Multivariate Continuous Distributions ⋮ The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Clustering time series by linear dependency

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A measure for total variability in multivariate normal distribution
• On the distribution of the determinant of sample correlation matrix from multivariate Gaussian population
• Nonparametric Confidence and Tolerance Regions in Canonical Variate Analysis
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Assessing the Number of Linear Components in a General Regression Problem
• A Significance Test for Component Analysis
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

This page was built for publication: Descriptive measures of multivariate scatter and linear dependence