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Projection correlation between two random vectors

We propose the use of projection correlation to characterize dependence between two random vectors. Projection correlation has several appealing properties. It equals zero if and only if the two random vectors are independent, it is not sensitive to the dimensions of the two random vectors, it is in...

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Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Cyhoeddwyd yn:Biometrika
Prif Awduron: Zhu, Liping, Xu, Kai, Li, Runze, Zhong, Wei
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: Oxford University Press 2017
Pynciau:
Mynediad Ar-lein:https://ncbi.nlm.nih.gov/pmc/articles/PMC5793497/
https://ncbi.nlm.nih.gov/pubmed/29430040
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asx043
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