A multivariate correlation ratio

DOI10.1016/0167-7152(84)90054-3zbMath0532.62036OpenAlexW2042760326MaRDI QIDQ789126

Allan R. Sampson

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90054-3

zbMATH Keywords

multinomial distributionpredictabilityelliptically symmetric distributionscorrelation-maximizing propertymultivariate correlation ratiovector correlation

Mathematics Subject Classification ID

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

Related Items

Four simple axioms of dependence measures, On a multiple correlation ratio

Cites Work

• Canonical variables as optimal predictors
• Ordinal Measures of Association
• On measures of dependence
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