A new multivariate and non-parametric association measure based on paired orthants

2023/08/02 by Martinez-Rabert, Eloi
#62H20 (Primary) #FOS: Computer and information sciences #Methodology (stat.ME)

paper · doi:10.48550/arxiv.2308.01062

Abstract

Multivariate correlation analysis plays a key role in various fields such as statistics and big data analytics. In this paper, it is presented a new non-parametric association measure between more than two variables based on the concept of paired orthants. In order to evaluate the proposed methodology, different N-tuple sets (from two to six variables) have been evaluated. The presented rank correlation analysis not only evaluates the inter-relatedness of multiple variables, but also determine the specific tendency of these variables.

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