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Application of the ρV coefficient and distance correlation to the analysis of multivariate association

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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.

eISSN:
1896-3811
Langue:
Anglais
Périodicité:
2 fois par an
Sujets de la revue:
Life Sciences, Bioinformatics, other, Mathematics, Probability and Statistics, Applied Mathematics