椭圆分布的矢量相关性

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Communications in Statistics - Theory and Methods Pub Date : 1989-01-01 DOI:10.1080/03610928908829977

Robert Ctéroux, G. Ducharme

{"title":"椭圆分布的矢量相关性","authors":"Robert Ctéroux, G. Ducharme","doi":"10.1080/03610928908829977","DOIUrl":null,"url":null,"abstract":"A measure of multivariate correlation between two sets of vectors is considered when the underlying joint distribution is a member of the class of elliptical distributions. Its asymptotic distribution is derived under different situations and these results are used to test hypotheses on vector correlation when the underlying joint distribution is non-normal.","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"35 1","pages":"1441-1454"},"PeriodicalIF":0.6000,"publicationDate":"1989-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"19","resultStr":"{\"title\":\"Vector correlation for elliptical distributions\",\"authors\":\"Robert Ctéroux, G. Ducharme\",\"doi\":\"10.1080/03610928908829977\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"A measure of multivariate correlation between two sets of vectors is considered when the underlying joint distribution is a member of the class of elliptical distributions. Its asymptotic distribution is derived under different situations and these results are used to test hypotheses on vector correlation when the underlying joint distribution is non-normal.\",\"PeriodicalId\":10531,\"journal\":{\"name\":\"Communications in Statistics - Theory and Methods\",\"volume\":\"35 1\",\"pages\":\"1441-1454\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"1989-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"19\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Communications in Statistics - Theory and Methods\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/03610928908829977\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications in Statistics - Theory and Methods","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/03610928908829977","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}

引用次数: 19

摘要

当底层联合分布是椭圆分布的一类成员时，考虑了两组向量之间的多元相关度量。推导了不同情况下的渐近分布，并利用这些结果检验了底层联合分布是非正态分布时向量相关的假设。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Vector correlation for elliptical distributions

A measure of multivariate correlation between two sets of vectors is considered when the underlying joint distribution is a member of the class of elliptical distributions. Its asymptotic distribution is derived under different situations and these results are used to test hypotheses on vector correlation when the underlying joint distribution is non-normal.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Communications in Statistics - Theory and Methods 数学-统计学与概率论

CiteScore

2.00

自引率

12.50%

发文量

320

审稿时长

7.5 months

期刊介绍： The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.