Local canonical correlation coefficients and canonical variables of groups of random variables

The concepts of local correlation coefficient, local canonical correlation coefficients and local canonical variables of groups of random variables are defined, which generalize the classical concepts in two groups of random variables.These concepts together with total corresponding concepts clarify the correlativity among groups of random variables.

The concepts of local correlation coefficient, local canonical correlation coefficients and local canonical variables of groups of random variables are defined, which generalike the classical concepts in two groups of random variables. These concepts tcgether with total corresponding concepts clarify the correlativity among groups of random variables.