Statistical Inference Concerning Several Redundancy Indices

Aziz Lazraq and Robert Cléroux

Journal of Multivariate Analysis, 2001, vol. 79, issue 1, 71-88

Abstract: In this paper we consider a measure of multivariate association between two vectors which generalizes the multiple correlation coefficient and obtain its exact distribution when the parent population is multivariate normal. A test is proposed for the hypothesis that several such measures are zero. This test is an exact test and an explicit expression for its power is obtained. Moreover numerical results are obtained concerning the power of this test in some particular cases.

Keywords: redundancy; inference; exact; power (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (1)

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