Étude comparative de différentes mesures de liaison entre deux vecteurs aléatoires et tests d'indépendance
Lazraq, Aziz ; Cléroux, Robert
Statistique et analyse des données, Tome 13 (1988), p. 15-38 / Harvested from Numdam
Publié le : 1988-01-01
@article{SAD_1988__13_1_15_0,
     author = {Lazraq, Aziz and Cl\'eroux, Robert},
     title = {\'Etude comparative de diff\'erentes mesures de liaison entre deux vecteurs al\'eatoires et tests d'ind\'ependance},
     journal = {Statistique et analyse des donn\'ees},
     volume = {13},
     year = {1988},
     pages = {15-38},
     mrnumber = {984843},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SAD_1988__13_1_15_0}
}
Lazraq, Aziz; Cléroux, Robert. Étude comparative de différentes mesures de liaison entre deux vecteurs aléatoires et tests d'indépendance. Statistique et analyse des données, Tome 13 (1988) pp. 15-38. http://gdmltest.u-ga.fr/item/SAD_1988__13_1_15_0/

[1] Anderson, T.W.: An Introduction to Multivariate Statistical Analysis, 2nd ed., 1984, John Wiley, New York. | MR 771294 | Zbl 0083.14601

[2] BMDP Statistical Software, W.J. Dixon, Chief Editor, 1981, U. of Calif. Press, Berkeley. | Zbl 0348.62002

[3] Cléroux, R. and G. Ducharme: Vector Correlation for Elliptical Distribution, 1986, Publ. 586, Département d'informatique et recherche opérationnelle, Université de Montréal. | Zbl 0696.62246

[4] Coxhead, P.: Measuring the Relationships Between Two Sets of Variables, Brit. Jour. Math. Stat. Psycho., 1974, 27, 205-212. | MR 391398 | Zbl 0316.62019

[5] Cramer, E.M.: A Generalisation of Vector Correlation and its Relation to Canonical Correlation, Mult. Behav. Res., 1974, 9, 347-352.

[6] Cramer, E.M. and W.A. Nicewander: Some Symmetric, Invariant Measures of Multivariate Association, Psychometrika, 1979, 44, 43-54. | MR 529390 | Zbl 0419.62048

[7] Escoufier, Y.: Le traitement des variables vectorielles, Biometrics, 1973, 29, 751-760. | MR 334416

[8] Hotelling, H.: Relations Between Two Sets of Variables, Biometrika, 1936, 28, 321-377. | Zbl 0015.40705

[9] Imhof, P.: Computing the Distribution of Quadratic Forms in Normal Variates, Biometrika, 1961, 48, 419-426. | MR 137199 | Zbl 0136.41103

[10] Johnson, N.L. and S. Kotz Continuous Univariate Distributions, vol. 2, 1970, Hougton Mifflin, New York. | Zbl 0821.62001

[11] Kshirsagar, A.M.: Correlation Between Two Vector Variables, 1969, Jour. Roy. Stat. Soc., Series B, 31, 477-485. | Zbl 0186.52702

[12] Mardia, K.V., J.T. Kent and J.M. Bibby: Multivariate Analysis, 1979, Academic Press, London. | MR 560319 | Zbl 0432.62029

[13] Masuyama, M.: Correlation Between Tensor Quantities, Proc. Physico-Math. Soc. Japan, Series 3, 1939, 31, 638-647. | JFM 65.0606.02 | MR 927

[14] Masuyama, M.: Correlation Coefficient Between Two Sets of Complex Vectors, Proc. Physico-Math. Soc. Japan, Series 3, 1941, 918-924. | MR 14660 | Zbl 0063.03830

[15] Muirhead, R.J.: Aspects of Multivariate Statistical Theory, 1982, John Wiley, New York. | MR 652932 | Zbl 0556.62028

[16] Ramsay, J.O., J. Ten Berge and G. Styan: Matrix Correlation, Psychometrika, 1984, 49, 403-423. | MR 760205 | Zbl 0581.62048

[17] Robert, P. and Y. Escoufier: A Unifying Tool for Linear Multivariate Statistical Methods: the RV-Coefficient, Applied Stat., 1976, 25, 257-265. | MR 440801

[18] Robert, P., R. Cléroux and N. Ranger: Some Results on Vector Correlation, Comp. Stat. Data Anal., 1985, 3, 25-32. | MR 812133 | Zbl 0586.62089

[19] Roseboom, W.W.: Linear Correlation Between Sets of Variables, Psychometrika, 1965, 30, 57-71. | MR 175205 | Zbl 0127.10302

[20] Shaffer, J.P. and M.W. Gillo: A Multivariate Extension of the Correlation Ratio, Educ. Psycho. Measurements, 1974, 34, 521-524.

[21] Stephens, M.: Vector Correlation, Biometrika, 1979, 66, 41-48. | MR 529146 | Zbl 0402.62033

[22] Stewart, D. and W. Love: A General Canonical Correlation Index, Psycho. Bull., 1968, 70, 160-163.