Skip Navigation

Biometrika 1979 66(1):41-48; doi:10.1093/biomet/66.1.41
© 1979 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by STEPHENS, M. A.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Vector correlation

M. A. STEPHENS

Mathematics Department, Simon Fraser University Burnaby, British Columbia

This paper discusses the measurement of correlation between two sets of vectors. The vectors may be thought of as denoting directions in p dimensions. Two main measures of correlation are proposed, based on the premise that the two sets would be perfectly correlated if an orthogonal transformation, or less generally a rotation transformation, makes the second set coincide with the first. Natural extensions exist to cover correlation without rotation, or serial correlation. For testing for correlation, distributional results are given for p = 2 and 3, and especially for uniform parent populations.

Key Words: Correlation between directions • Correlation between vectors • Correlation on the circle • Correlation on the sphere


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.