A multivariate correlation ratio

DOI10.1016/0167-7152(84)90054-3MaRDI QIDQ789126zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 3175692 (Why is no real title available?)
• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 3307119 (Why is no real title available?)
• scientific article; zbMATH DE number 3354336 (Why is no real title available?)
• scientific article; zbMATH DE number 3418498 (Why is no real title available?)
• Canonical variables as optimal predictors
• On measures of dependence
• Ordinal Measures of Association

Cited in

(9)

• On the significance level of the multirelation coefficient
• Four simple axioms of dependence measures
• scientific article; zbMATH DE number 3965232 (Why is no real title available?)
• Some properties of two measures of multivariate association
• On a multiple correlation ratio
• Multiplicative correlations
• scientific article; zbMATH DE number 3934242 (Why is no real title available?)
• On the copula correlation ratio and its generalization
• On the correlation between f-ratios

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