Correlation measures

DOI10.1214/ECP.V4-1008MaRDI QIDQ1806359zbMATH OpenOpenAlexFDO

Authors Thomas M. Lewis, Geoffrey Pritchard

Publication date 9 November 1999

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/120249, http://www.emis.de/journals/EJP-ECP/EcpVol4/paper10.abs.html

zbMATH Keywords

Gaussian correlation inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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(11)

• Detection of correlations
• Gaussian mixtures: entropy and geometric inequalities
• Bernstein theorems and transformations of correlation measures in statistical physics
• The Earth Mover's Correlation
• About Relational Correlations
• Correlation and relative performance evaluation
• Correlation coefficients for a study with repeated measures
• Indirect determination of correlation
• Relational Analysis of Correlation
• Tail properties of correlation measures
• Correlation dimension

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