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Please use this identifier to cite or link to this item:
http://hdl.handle.net/10016/9960
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| Title: | Descriptive measures of multivariate scatter and linear dependence |
| Author(s): | Peña, Daniel
Rodríguez, Julio |
| Publisher: | Universidad Carlos III de Madrid. Departamento de Estadística |
| Issued date: | Sep-2000 |
| URI: | http://hdl.handle.net/10016/9960 |
| Abstract: | In this paper we propose two new descriptive measures for Multivariate Data: The average variance and the Dependency or Average Square Correlation Coefficient. These measures have a direct geometric and statistical interpretation, and can be used to compare groups with different number of variables. The contribution of these measures for understanding multivariate data is illustrated in several examples. |
| Serie / Nº.: | UC3M Working papers. Statistics and Econometrics
00-50 |
| Keywords: | Correlation
Principal components
Variability |
| Appears in Collections: | DES - Working Papers. Statistics and Econometrics. WS
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