Malwina Janiszewska, A. Szczepańska-Álvarez, Emilia E. Zawieja
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Application of the ρV coefficient and distance correlation to the analysis of multivariate association
Summary The aim of this paper is to study the association between two random vectors related to two groups of characteristics. To analyze the multivariate association, the ρV coefficient and distance correlation are used. Two methods (classical and recent) are compared and illustrated with real data.