On measuring internal dependence in a set of random variables

DOI10.1214/aos/1176350501zbMath0631.62069OpenAlexW2036039538MaRDI QIDQ1094791

Robert A. Koyak

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350501

zbMATH Keywords

fixed point propertyoptimizing transformationsprincipal componentscanonical correlationmaximal correlationidentity transformation

Mathematics Subject Classification ID

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

Related Items (10)

Multivariate analysis with linearizable regressions ⋮ Canonical analysis of two Euclidean subspaces and its applications ⋮ Hierarchical Poisson models for spatial count data ⋮ Cooperativity, absolute interaction, and algebraic optimization ⋮ Two Moments of the Logitnormal Distribution ⋮ A Test of Independence in Two-Way Contingency Tables Based on Maximal Correlation ⋮ Another look at principal curves and surfaces ⋮ Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities ⋮ Variable selection in regression using maximal correlation and distance correlation ⋮ Models for Geostatistical Binary Data: Properties and Connections

This page was built for publication: On measuring internal dependence in a set of random variables