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    政大機構典藏 > 理學院 > 應用數學系 > 期刊論文 >  Item 140.119/80599
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/80599


    Title: Towards a Localized Version of Pearson's Correlation Coefficient
    Authors: Wu, Berlin
    吳柏林
    Nguyen, Hung T.
    Kreinovich, Vladik
    Contributors: 應數系
    Keywords: Copulas;Local correlation;Pearson's correlation coefficient
    Date: 2013-09
    Issue Date: 2016-01-15 14:22:36 (UTC+8)
    Abstract: Pearson's correlation coeffcient is used to describe dependence between random variables X and Y. In some practical situations,however,we have strong correlation for some values X and/or Y and no correlation for other values of X and Y. To describe such a local dependence,we come up with a natural localized version of Pearson's correlation coefficient. We also study the properties of the newly defined localized coefficient.
    Relation: International Journal of Intelligent Technologies & Applied Statistics, 6(3), 215-224
    Data Type: article
    DOI 連結: http://dx.doi.org/10.6148/IJITAS.2013.0603.01
    DOI: 10.6148/IJITAS.2013.0603.01
    Appears in Collections:[應用數學系] 期刊論文

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