Descriptive measures of multivariate scatter and linear dependence

Journal of Multivariate Analysis

Volumn 85, Issue 2, 2003, Pages 361-374

  Peña, Daniel ^a   Rodríguez, Julio ^a  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Correlation; Principal components; Variability

Indexed keywords

EID: 0038172560     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0047-259X(02)00061-1     Document Type: Article

References (18)

1. E. Anderson, The irises of the Gaspe Peninsula, Bull. Amer. Iris Soc. 59 (1935) 2-5.
2. T.W. Anderson, An Introduction to Multivariate Statistical Analysis, 2nd Edition, Wiley, New York, 1984.
3. G.E.P. Box, A general distribution theory for a class of likelihood criteria, Biometrika 36 (1949) 317-346.
4. W.S. Cleveland, B. Kleiner, J.E. McRae, R.E, Warner, J.L. Pasceri, The Analysis of Ground-Level Ozone data from New Jersey, New York, Connecticut, and Massachusetts: Data Quality Assessment and Temporal and Geographical Properties, Bell Laboratories Memorandum, 1975.
5. R.D. Cook, S. Weisberg, An Introduction to Regression Graphics, Wiley, New York, 1994.
6. R.A. Fisher, The use of multiple measurements in taxonomic problems, Ann. Eugenics 7 (1936) 179-188.
7. A.K. Gupta, P.N. Rathie, On the distribution of the determinant of sample correlation matrix from multivariate gaussian population, Metron 1 (1983) 43-56.
8. P.G. Hoel, A significance test for component analysis, Ann. Math. Statist. 8 (1937) 149-158.
9. J.N.R. Jeffers, Two case studies in the application of principal components analysis, Appl. Statist. 16 (1967) 225-236.
10. W.J. Krzanowski, D.M. Radley, Nomparametric confidence and tolerance regions in canonical variate analysis, Biometrics 45 (1989) 1163-1173.
11. K.V. Mardia, J.T. Kent, J.M. Bibby, Multivariate Analysis, Academic Press, New York, 1979.
12. R.B. Muirhead, Aspect of Multivariate Statistical Theory, Wiley, New York, 1982.
13. S. Mustonen, A measure for total variability in multivariate normal distribution, Comput. Statist. Data Anal. 23 (1997) 321-334.
14. J. L. Rodgers, W.A. Nicewanders, Thirteen ways to look at the correlation coefficient, Amer. Statist. 42 (1988) 59-65.
15. G.A.F. Seber, Multivariate Observations, Wiley, New York, 1984.
16. R.J. Serfling, Approximation Theorems of Mathematical Statistics, Wiley, New York, 1980.
17. S. Velilla, Assessing the number of linear components in a general regression problem, J. Amer. Statist. Assoc. 93 (1998) 1088-1098.
18. S.S. Wilks, Certain generalizations in the analysis of variance, Biometrika 24 (1932) 471-494.