The problem of correlation may be described as the investigation of those properties of multivariate distributions which characterize these distributions, i.e., do not occur for univariate distributions. These properties depend above all on the relationships of the variables to each other. From the totality of those properties which belong to the topic of correlation one particular class of properties will be considered more closely.
CITATION STYLE
Hoeffding, W. (1994). Scale—Invariant Correlation Theory (pp. 57–107). https://doi.org/10.1007/978-1-4612-0865-5_4
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