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|Title:||Towards a Localized Version of Pearson's Correlation Coefficient|
Nguyen, Hung T.
|Keywords:||Copulas;Local correlation;Pearson's correlation coefficient|
|Issue Date:||2016-01-15 14:22:36 (UTC+8)|
|Abstract:||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.|
|Relation:||International Journal of Intelligent Technologies & Applied Statistics, 6(3), 215-224|
|Appears in Collections:||[應用數學系] 期刊論文|
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