Correlation Coefficients for Complex Random Vectors
P.J. Schreier, in: Proc. 41st\ Asilomar Conf.\ Signals Syst.\ Computers, 2007, pp. 577–581.
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Schreier, Peter J.
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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).
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Proc. 41st\ Asilomar Conf.\ Signals Syst.\ Computers
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577–581
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Schreier PJ. Correlation Coefficients for Complex Random Vectors. In: Proc. 41st\ Asilomar Conf.\ Signals Syst.\ Computers. ; 2007:577–581. doi:10.1109/ACSSC.2007.4487279
Schreier, P. J. (2007). Correlation Coefficients for Complex Random Vectors. Proc. 41st\ Asilomar Conf.\ Signals Syst.\ Computers, 577–581. https://doi.org/10.1109/ACSSC.2007.4487279
@inproceedings{Schreier_2007, title={Correlation Coefficients for Complex Random Vectors}, DOI={10.1109/ACSSC.2007.4487279}, booktitle={Proc. 41st\ Asilomar Conf.\ Signals Syst.\ Computers}, author={Schreier, Peter J.}, year={2007}, pages={577–581} }
Schreier, Peter J. “Correlation Coefficients for Complex Random Vectors.” In Proc. 41st\ Asilomar Conf.\ Signals Syst.\ Computers, 577–581, 2007. https://doi.org/10.1109/ACSSC.2007.4487279.
P. J. Schreier, “Correlation Coefficients for Complex Random Vectors,” in Proc. 41st\ Asilomar Conf.\ Signals Syst.\ Computers, 2007, pp. 577–581, doi: 10.1109/ACSSC.2007.4487279.
Schreier, Peter J. “Correlation Coefficients for Complex Random Vectors.” Proc. 41st\ Asilomar Conf.\ Signals Syst.\ Computers, 2007, pp. 577–581, doi:10.1109/ACSSC.2007.4487279.
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