IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v3y1985ip25-32.html
   My bibliography  Save this article

Some results on vector correlation

Author

Listed:
  • Robert, P.
  • Cleroux, R.
  • Ranger, N.

Abstract

No abstract is available for this item.

Suggested Citation

  • Robert, P. & Cleroux, R. & Ranger, N., 1985. "Some results on vector correlation," Computational Statistics & Data Analysis, Elsevier, vol. 3(1), pages 25-32, May.
    • Handle: RePEc:eee:csdana:v:3:y:1985:i::p:25-32
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-9473(85)90055-6
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Yongshuai Chen & Wenwen Guo & Hengjian Cui, 2024. "On the test of covariance between two high-dimensional random vectors," Statistical Papers, Springer, vol. 65(5), pages 2687-2717, July.
    2. Mayer Claus-Dieter & Lorent Julie & Horgan Graham W, 2011. "Exploratory Analysis of Multiple Omics Datasets Using the Adjusted RV Coefficient," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-27, March.
    3. Rauf Ahmad, M., 2019. "A significance test of the RV coefficient in high dimensions," Computational Statistics & Data Analysis, Elsevier, vol. 131(C), pages 116-130.
    4. Kazemilari, Mansooreh & Djauhari, Maman Abdurachman, 2015. "Correlation network analysis for multi-dimensional data in stocks market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 62-75.
    5. Josse, J. & Pagès, J. & Husson, F., 2008. "Testing the significance of the RV coefficient," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 82-91, September.
    6. Mansooreh Kazemilari & Maman Abdurachman Djauhari & Zuhaimy Ismail, 2016. "Foreign Exchange Market Performance: Evidence from Bivariate Time Series Approach," Papers 1608.07694, arXiv.org.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:3:y:1985:i::p:25-32. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.