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題名 Towards a Localized Version of Pearson`s Correlation Coefficient
作者 Wu, Berlin
吳柏林
Nguyen, Hung T.
Kreinovich, Vladik
貢獻者 應數系
關鍵詞 Copulas;Local correlation;Pearson`s correlation coefficient
日期 2013-09
上傳時間 15-Jan-2016 14:22:36 (UTC+8)
摘要 Pearson`s correlation coeffcient is used to describe dependence between random variables X and Y. In some practical situations,however,we have strong correlation for some values X and/or Y and no correlation for other values of X and Y. To describe such a local dependence,we come up with a natural localized version of Pearson`s correlation coefficient. We also study the properties of the newly defined localized coefficient.
關聯 International Journal of Intelligent Technologies & Applied Statistics, 6(3), 215-224
資料類型 article
DOI http://dx.doi.org/10.6148/IJITAS.2013.0603.01
dc.contributor 應數系-
dc.creator (作者) Wu, Berlin-
dc.creator (作者) 吳柏林zh_TW
dc.creator (作者) Nguyen, Hung T.en_US
dc.creator (作者) Kreinovich, Vladiken_US
dc.date (日期) 2013-09-
dc.date.accessioned 15-Jan-2016 14:22:36 (UTC+8)-
dc.date.available 15-Jan-2016 14:22:36 (UTC+8)-
dc.date.issued (上傳時間) 15-Jan-2016 14:22:36 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/80599-
dc.description.abstract (摘要) Pearson`s correlation coeffcient is used to describe dependence between random variables X and Y. In some practical situations,however,we have strong correlation for some values X and/or Y and no correlation for other values of X and Y. To describe such a local dependence,we come up with a natural localized version of Pearson`s correlation coefficient. We also study the properties of the newly defined localized coefficient.-
dc.format.extent 1486887 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) International Journal of Intelligent Technologies & Applied Statistics, 6(3), 215-224-
dc.subject (關鍵詞) Copulas;Local correlation;Pearson`s correlation coefficient-
dc.title (題名) Towards a Localized Version of Pearson`s Correlation Coefficient-
dc.type (資料類型) article-
dc.identifier.doi (DOI) 10.6148/IJITAS.2013.0603.01-
dc.doi.uri (DOI) http://dx.doi.org/10.6148/IJITAS.2013.0603.01-