Measures of Association for Hilbertian Subspaces and Some Applications |
| |
Authors: | Jacques Dauxois Guy Martial Nkiet |
| |
Institution: | Université Paul Sabatier, Toulouse, Francef1;Université des Sciences et Techniques de Masuku, Franceville, Gabon, f2 |
| |
Abstract: | 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. |
| |
Keywords: | canonical analysis measure of association symmetric nondecreasing function invariance |
本文献已被 ScienceDirect 等数据库收录! |
|