DocumentCode
3246522
Title
Correlation Coefficients for Complex Random Vectors
Author
Schreier, Peter J.
Author_Institution
Univ. of Newcastle Callaghan, Newcastle
fYear
2007
fDate
4-7 Nov. 2007
Firstpage
577
Lastpage
581
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Signals, Systems and Computers, 2007. ACSSC 2007. Conference Record of the Forty-First Asilomar Conference on
Conference_Location
Pacific Grove, CA
ISSN
1058-6393
Print_ISBN
978-1-4244-2109-1
Electronic_ISBN
1058-6393
Type
conf
DOI
10.1109/ACSSC.2007.4487279
Filename
4487279
Link To Document