A general approach to correlation and linear dependence between random vectors with regular or singular covariance matrix

DOI10.1080/02331887408801182zbMath0295.62060OpenAlexW2110985737MaRDI QIDQ4048420

Hans-Peter Höschel

Publication date: 1974

Published in: Mathematische Operationsforschung Statistik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887408801182

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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