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Measures of Association for Hilbertian Subspaces and Some Applications

✍ Scribed by Jacques Dauxois; Guy Martial Nkiet

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 252 KB
Volume: 82
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.2001.2029

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✦ Synopsis

Measures of association are introduced for Hilbertian subspaces, that are defined by a few axioms and are shown to be symmetric nondecreasing functions of the canonical coefficients. When particular subspaces are considered, classical measures of association are obtained as particular cases. Moreover, the proposed framework allows one to introduce new approaches for measuring partial noncorrelation, partial independence and linear predictability of a stationary process.

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