Multiplicative correlations

DOI10.1007/S10463-006-0036-XMaRDI QIDQ2502149zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 997340 (Why is no real title available?)
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• scientific article; zbMATH DE number 1894271 (Why is no real title available?)
• scientific article; zbMATH DE number 3354430 (Why is no real title available?)
• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results
• Inequalities: theory of majorization and its applications
• Measurement exchangeability and normal one-factor models
• Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range
• On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
• PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
• Probability Integrals of Multivariate Normal and Multivariate $t^1$
• Representations of multivariate normal distributions with special correlation structures
• The Numerical Evaluation of Certain Multivariate Normal Integrals

Cited in

(7)

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

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