A short history of statistical association: from correlation to correspondence analysis to copulas

DOI10.1016/J.JMVA.2021.104901zbMath1493.62354OpenAlexW3211889871MaRDI QIDQ2062804

Carles M. Cuadras, Michael J. Greenacre

Publication date: 3 January 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104901

zbMATH Keywords

copulacorrelationKendall's taucorrespondence analysiscanonical correlationintraclass correlationSpearman's rhomultiple correlationcorrelation ratioprocrustes correlation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Contingency tables (62H17)

Uses Software

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• nlme
• VineCopula
• Polycor

Cites Work

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