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
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