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QICID: 15111
Title: Does Anyone Know When the Correlation Coefficient is Useful? A Study of the Times of Extreme River Flows
Copyright: 2001, ASQ and American Statistical Association
Author: Brillinger, David R.
Organization: University of California, Berkeley, CA
Subject: Tukey, John W.,Time series,Probability,Likelihood methods,Correlation,History;
Series: Technometrics, Vol. 43, No. 3, August 2001, pp. 266-273
Abstract: [This abstract is based on the author's abstract.] John Tukey recognized the limitations of correlation and regression coefficients. The two concepts have random process analogs. This article considers the case of stationary point processes and their use in a situation that is reasonably well understood physically - the passage of the extreme water flows through a series of locks along the Mississippi River. The focus is on the validity of partial coherency analysis, an analog of partial correlation analysis. A maximum likelihood analysis is also presented.
Number of pages: 8
Price for ASQ Members: $5.00
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