The objective assessment of psychological traits of healthy subjects and psychiatric patients has been growing interest in clinical and bioengineering research fields during the last decade. Several experimental evidences strongly suggest that a link between Autonomic Nervous System (ANS) dynamics and specific dimensions such as anxiety, social phobia, stress, and emotional regulation might exist. Nevertheless, an extensive investigation on a wide range of psycho-cognitive scales and ANS non-invasive markers gathered from standard and non-linear analysis still needs to be addressed. In this study, we analyzed the discerning and correlation capabilities of a comprehensive set of ANS features and psycho-cognitive scales in 29 non-pathological subjects monitored during resting conditions. In particular, the state of the art of standard and non-linear analysis was performed on Heart Rate Variability, InterBreath Interval series, and InterBeat Respiration series, which were considered as monovariate and multivariate measurements. Experimental results show that each ANS feature is linked to specific psychological traits. Moreover, non-linear analysis outperforms the psychological assessment with respect to standard analysis. Considering that the current clinical practice relies only on subjective scores from interviews and questionnaires, this study provides objective tools for the assessment of psychological dimensions.