Symmetric Gini covariance and correlation

A Family of Correlation Coefficients Based on Extended Gini

The extended Gini is a family of measures of variability which is mainly used in the areas of finance and income distribution. Each index in the family is defined by specifying one parameter. The higher the parameter, the more weight is attached to the lower portion of the cumulative distribution. In this paper we list and investigate the properties of the equivalents of the correlation coeffic...

Covariance and Correlation Class 7 , 18 . 05

20 00 Covariance , Correlation and Entanglement

Some new identities for quantum variance and covariance involving commutators are presented, in which the density matrix and the operators are treated symmetrically. A measure of entanglement is proposed for bipartite systems, based upon covariance. This works for two-and three-component systems but produces ambiguities for multicomponent systems of composite diemnsion. Its relationship to angu...

Score test for a separable covariance structure with the first component as compound symmetric correlation matrix Score test for a separable covariance structure with the first component as compound symmetric correlation matrix

Likelihood ratio tests (LRTs) for separability of a covariance structure for doubly multivariate data are widely studied in the literature. There are three types of LRT: biased tests based on an asymptotic chi-square null distribution; unbiased/unmodified tests based on an empirical null distribution; and unbiased/modified tests with a test statistic modified to follow a theoretical chi-square ...

Weighted f-Gini mean difference for convex and symmetric functions in linear spaces

The concept of weighted f Gini mean di¤ erence for convex and symmetric functions in linear spaces is introduced. Some fundamental inequalities and applications for norms are also provided. 1. Introduction The Gini mean di¤erence of the sample a = (a1; : : : ; an) 2 R is de…ned by G (a) = 1 2n2 n X