Vector correlation for elliptical distributions

DOI10.1080/03610928908829977MaRDI QIDQ3473244zbMATH OpenOpenAlexFDO

Authors Robert Cléroux, Gilles R. Ducharme

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908829977

zbMATH Keywords

elliptical distributionsmultivariate associationvector correlation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3876379 (Why is no real title available?)
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Linear correlations between sets of variables
• MEASURING THE RELATIONSHIP BETWEEN TWO SETS OF VARIABLES
• Matrix correlation
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Some results on vector correlation
• Some symmetric, invariant measures of multivariate association
• Vector correlation

Cited in

(13)

• Testing the significance of the \textit{RV} coefficient
• A measure of multivariate data concentration
• Operator related to a data matrix: a survey
• A procedure for assessing vector correlations
• Vector correlation based on ranks and a nonparametric test of no association between vectors¹
• An inferential approach for validating the compromise of the STATIS method
• A significance test of the RV coefficient in high dimensions
• scientific article; zbMATH DE number 1979609 (Why is no real title available?)
• A multivariate correlation ratio
• Distribution of the correlation matrix for a class of elliptical models
• Testing homogeneity between redundancy indices for elliptic distributions
• Some results on vector correlation
• Multivariate Process Variability Monitoring

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