Measuring linear correlation between random vectors

DOI10.1016/j.ins.2022.06.016OpenAlexW4282927304WikidataQ114167331 ScholiaQ114167331MaRDI QIDQ6195215

Giovanni Puccetti

Publication date: 13 March 2024

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2434/933546

zbMATH Keywords

financial time seriesdissimilarity measurecyclical monotonicitymultivariate Cauchy-Schwarz inequalitymultivariate correlation

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

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