The maximum association between two multivariate variables X and Y is defined as the maximal value that a bivariate ssociation measure between one-dimensional projections a'X and b'Y can attain. Taking the Pearson correlation as projection index results in the first canonical correlation coefficient. We propose to use more robust association mea...
Creator:
Filzmoser, Peter (Technische Universität Wien)
Created:
2018-04-24
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.