Some results on vector correlation
type: Item
instance of: scholarly article
title: Some results on vector correlation
zbMATH Open document ID: 0586.62089
DOI: 10.1016/0167-9473(85)90055-6
author: N. Ranger
author: Pierre Robert
author: Robert Cléroux
published in: Computational Statistics and Data Analysis
publication date: 1985-01-01T00:00:00Z
review text: A measure of multivariate association between two sets of variables is examined. This is shown to be equivalent to a simple correlation coefficient between new variables obtained by transforming the original vectors. The measure is also shown to be asymptotically equivalent to a simple correlation coefficient between certain other variables. Some asymptotic distributions are obtained and simulations are carried out in order to determine whether these give reasonable approximations for finite sample sizes. Finally some suggestions are made for practical inference purposes.
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 3940474
zbMATH Keywords: vector correlation
zbMATH Keywords: multivariate association
zbMATH Keywords: correlation coefficient
MaRDI profile type: Publication
full work available at URL: 0167-9473(85)90055-6
OpenAlex ID: W2020759385
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cites work: Vector correlation
description: scientific article; zbMATH DE number 3940474