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Statistical Inference Concerning Several Redundancy Indices

✍ Scribed by Aziz Lazraq; Robert Cléroux

Book ID
102603101
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
148 KB
Volume
79
Category
Article
ISSN
0047-259X

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✦ Synopsis

In this paper we consider a measure of multivariate association between two vectors which generalizes the multiple correlation coefficient and obtain its exact distribution when the parent population is multivariate normal. A test is proposed for the hypothesis that several such measures are zero. This test is an exact test and an explicit expression for its power is obtained. Moreover numerical results are obtained concerning the power of this test in some particular cases.

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