Towards a Localized Version of Pearson`s Correlation Coefficient

Title	Towards a Localized Version of Pearson`s Correlation Coefficient
Creator	Wu, Berlin 吳柏林 Nguyen, Hung T. Kreinovich, Vladik
Contributor	應數系
Key Words	Copulas;Local correlation;Pearson`s correlation coefficient
Date	2013-09
Date Issued	15-Jan-2016 14:22:36 (UTC+8)
Summary	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
Type	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, Vladik	en_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	-