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Some comments in connection with Rozeboom's linear correlation theory
Authors:Stig Fhanér
Affiliation:(1) University of Uppsala, Sweden
Abstract:It is shown that certain correlation measures suggested by information theory are simple functions of the determinants of the correlation matrices involved, if multivariate normality is assumed. This illuminates and in a sense strengthens Rozeboom's point in [3], that information theoretical statistics have ldquoclassicalrdquo correlational counterparts.
Keywords:
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