| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10524605 | Journal of Multivariate Analysis | 2005 | 10 Pages |
Abstract
An extension to an Lp-spaces, p>1, of Pearson-Kolmogorov-Renyi correlation ratio is constructed. It is proved that correlation does not exceed 22p-1, and can be used as a measure of dependence of the random variable from a sigmafield.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Aleksander Kowalski, Edmund Rudiuk,