{"title":"What Happens If in the Principal Component Analysis the Pearsonian is Replaced by the Brownian Coefficient of Correlation?","authors":"Sudhanshu K. Mishra","doi":"10.2139/SSRN.2443362","DOIUrl":null,"url":null,"abstract":"The Brownian correlation has been recently introduced by Szekely et al. (2007; 2009), which has an attractive property that when it is zero, it guarantees independence. This paper investigates into the effects and advantages, if any, of replacement of the Pearsonian coefficient of correlation (r) by the Brownian coefficient of correlation (say, ρ), other things remaining the same. Such a replacement and analysis of its effects have been made by the Host-Parasite Co-evolutionary algorithm of global optimization applied on six datasets.","PeriodicalId":10688,"journal":{"name":"Computing Technologies eJournal","volume":"53 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2014-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Computing Technologies eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/SSRN.2443362","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3
Abstract
The Brownian correlation has been recently introduced by Szekely et al. (2007; 2009), which has an attractive property that when it is zero, it guarantees independence. This paper investigates into the effects and advantages, if any, of replacement of the Pearsonian coefficient of correlation (r) by the Brownian coefficient of correlation (say, ρ), other things remaining the same. Such a replacement and analysis of its effects have been made by the Host-Parasite Co-evolutionary algorithm of global optimization applied on six datasets.