Remarks on the dependence measures and the distance measures
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2004_Jajuga_Walesiak_Taksonomia_11_PN_AE_1022.pdf (246.69 KB)
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Date
2004
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Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
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Abstract
The paper gives some proposals to construct measures of dependence, being the alternatives to the classical correlation coefficient. They are based on two other norms. One of the proposals uses relation between squared distance and correlation coefficient, the other one the relation between scale parameter and correlation coefficient.