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https://ah.lib.nccu.edu.tw/handle/140.119/80599
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: | Sep-2013 | 上傳時間: | 15-Jan-2016 | 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 |
Appears in Collections: | 期刊論文 |
Files in This Item:
File | Description | Size | Format | |
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215-224.pdf | 1.45 MB | Adobe PDF2 | View/Open |
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