• Title of article

    Correlation in -spaces

  • Author/Authors

    Kowalski، نويسنده , , Aleksander and Rudiuk، نويسنده , , Edmund، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2005
  • Pages
    10
  • From page
    20
  • To page
    29
  • Abstract
    An extension to an L p -spaces, p > 1 , of Pearson–Kolmogorov–Renyi correlation ratio is constructed. It is proved that correlation does not exceed 2 2 p - 1 , and can be used as a measure of dependence of the random variable from a sigmafield.
  • Keywords
    Correlation , Banach spaces , Metric projections , Measures of dependence
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2005
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1558254