标题
  • 标题
  • 作者
  • 关键词

我们应该选用什么样的相关性指标?

2002-09-15分类号:C81

【作者】张尧庭
【部门】北京大学光华管理学院
【摘要】Pearson correlation coefficient is very helpful for us to measure the relationship of two random variables.However,there is much localization about Pearson correlation index.In this paper,we propose several new measurements to evaluate correlation;Moreover,we also point out that there are affiliations with copula.
【关键词】随机变量  相关性  连接函数  copula
【基金】国家自然科学基金《应用统计》项目资助研究
【所属期刊栏目】统计研究
文献传递