2004•Shenyang Gongye Daxue xuebaoRequires access
Modified measures of multivariate association and linear dependence
Cui Guo-sheng
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Abstract
The canoical correlation coefficient of multiple variables vector is defined in this paper,and the general correlation coefficient is introduced.Moreover,it has been completely resolved that the relationships between the number of nit canonical correlation coefficient and the dimensions of linear dependence between two random vectors and the corresponding proof are given.Then that the general correlation coefficient is a generalization of correlation coefficient with one dimension random variable.