Vector correlation for elliptical distributions

DOI10.1080/03610928908829977zbMath0696.62246OpenAlexW2151248874MaRDI QIDQ3473244

Robert Cléroux, Gilles R. Ducharme

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829977

zbMATH Keywords

elliptical distributionsmultivariate associationvector correlation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (8)

A significance test of the RV coefficient in high dimensions ⋮ Unnamed Item ⋮ Vector correlation based on ranks and a nonparametric test of no association between vectors¹ ⋮ An inferential approach for validating the compromise of the STATIS method ⋮ Multivariate Process Variability Monitoring ⋮ Operator related to a data matrix: a survey ⋮ A procedure for assessing vector correlations ⋮ Testing the significance of the \textit{RV} coefficient

Uses Software

• BMDP

Cites Work

• Unnamed Item
• Unnamed Item
• Matrix correlation
• Some results on vector correlation
• Some symmetric, invariant measures of multivariate association
• Linear correlations between sets of variables
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• MEASURING THE RELATIONSHIP BETWEEN TWO SETS OF VARIABLES
• Vector correlation
• RELATIONS BETWEEN TWO SETS OF VARIATES

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