Measures of association for Hilbertian subspaces and some applications

被引：7

作者：

Dauxois, J ^{[1
]}

机构：

[1] Univ Toulouse 3, F-31062 Toulouse, France

[2] Univ Sci & Tech Masuku, Franceville, Gabon

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2002年 / 82卷 / 02期

关键词：

canonical analysis; measure of association; symmetric nondecreasing function; invariance;

D O I：

10.1006/jmva.2001.2029

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：

Measures of association are introduced for Hilbertian subspaces, that are defined by a few axioms and are shown to be symmetric nondecreasing functions of the canonical coefficients. When particular subspaces are considered, classical measures of association are obtained as particular cases. Moreover, the proposed framework allows one to introduce new approaches for measuring partial noncorrelation, partial independence and linear predictability of a stationary process. (C) 2002 Elsevier Science (USA).

引用

页码：263 / 298

页数：36

共 27 条

[1] REMARKS ON FUNCTIONAL CANONICAL VARIATES, ALTERNATING LEAST-SQUARES METHODS AND ACE [J].