Applications of Multivariate Analysis

作者: Phoebus J. Dhrymes

DOI: 10.1007/978-1-4613-9383-2_2

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摘要: As pointed out in Section 5 of Chapter 1, the standard regression problem is related to finding maximum correlation between a scalar and vector random variable. Indeed, formulation terms linear combination elements variable exhibiting with given In this section we deal natural generalization which seek define (or set correlations) two variables. Specifically, dealt as follows: Let (x x 2, …, m1 m1+1 , m1+m2 be sets variables, (m 1≤m 2).

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