Title :
Correlation Coefficients for Complex Random Vectors
Author :
Schreier, Peter J.
Author_Institution :
Univ. of Newcastle Callaghan, Newcastle
Abstract :
We consider the assessment of multivariate association between two complex random vectors. For complex data, there are three types of correlation coefficients, which account for rotational, reflectional, and total (i.e., rotational and reflectional) dependencies. We define and analyze these three types for different correlation coefficients, based on two popular correlation analysis techniques: canonical correlation analysis and multivariate linear regression (also known as half-canonical correlation analysis).
Keywords :
correlation methods; regression analysis; canonical correlation analysis; complex random vectors; correlation coefficients; multivariate association; multivariate linear regression; Australia; Computer science; Data analysis; Estimation error; Geography; Linear regression; Mutual information; Psychometric testing; Random variables; Vectors;
Conference_Titel :
Signals, Systems and Computers, 2007. ACSSC 2007. Conference Record of the Forty-First Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
978-1-4244-2109-1
Electronic_ISBN :
1058-6393
DOI :
10.1109/ACSSC.2007.4487279
