Multiplicative correlations

DOI10.1007/S10463-006-0036-XzbMATH Open1095.62072OpenAlexW3192576124MaRDI QIDQ2502149FDOQ2502149

Authors: Kunihiro Baba, Ritei Shibata 

Publication date: 12 September 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0036-x

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zbMATH Keywords

Reduction methodCorrelation modelingFactorization of variablesNeural sciencePartial correlation

Mathematics Subject Classification ID

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

Cites Work

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• PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
• Inequalities: theory of majorization and its applications
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• Probability Integrals of Multivariate Normal and Multivariate $t^1$
• On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
• Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range
• The Numerical Evaluation of Certain Multivariate Normal Integrals
• Representations of multivariate normal distributions with special correlation structures
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• Measurement exchangeability and normal one-factor models
• Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results

Cited In (7)

• Horizontal Correlation Analysis on Exponentiation
• Matrix correlation
• Multiplied configurations, series induced by correlations
• Some equivalence results concerning multiplicative lattice decompositions of multivariate densities
• The Earth Mover's Correlation
• Moments and properties of multiplicatively constrained bivariate lognormal distributions with applications to futures hedging
• Multi-variate correlation and mixtures of product measures.

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