A generalization of random vectors and a correlation theory for them - a trial (with discussions)2
Hans‐Peter Höschel · Series Statistics · 1977
There are defined generalized generalized random vectors. This notion contains usual random vectors, some classical and generalized stochastic processes and certain generalizations of them. There is developped a theory of correlation on basis of a theory of linear prediction (approximation) for such rendom vectors which includes especially canonical correlations.