HIGHER-ORDER CORRELATION-COEFFICIENTS

被引：3

作者：

BLACHER, R ^{[1
]}

机构：

[1] UNIV GRENOBLE 1,IMAG,LMC,F-38041 GRENOBLE,FRANCE

来源：

STATISTICS | 1993年 / 25卷 / 01期

关键词：

CORRELATION COEFFICIENTS; CANONICAL ANALYSIS; FUNCTIONAL DEPENDENCE; CONDITIONAL PROBABILITY; ORTHOGONAL FUNCTIONS; HILBERTIAN TEST;

D O I：

10.1080/02331889308802427

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study the higher order correlation coefficients. These coefficients complement the classical correlation coefficient by measuring some dependences more and more sharply. We prove that they can detect the existence of functional dependence of type g(X) = g'(Y). We obtain the asymptotic distribution of higher order empirical correlation coefficients. We deduce an Hilbertian Independence test.

引用

页码：1 / 15

页数：15

共 50 条

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[2] CORRELATION-COEFFICIENTS
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[9] ON THE ESTIMATION OF HIGHER-ORDER PHENOMENOLOGICAL COEFFICIENTS
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[J]. INDIAN JOURNAL OF CHEMISTRY SECTION A-INORGANIC BIO-INORGANIC PHYSICAL THEORETICAL & ANALYTICAL CHEMISTRY, 1981, 20 (09): : 910 - 911
[10] THE RELATIONSHIP BETWEEN THE MULTIPLE AND THE ZERO-ORDER CORRELATION-COEFFICIENTS
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[J]. AMERICAN STATISTICIAN, 1988, 42 (01): : 89 - 89

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