On Gebelein's correlation coefficient

DOI10.1016/J.SPL.2004.06.026MaRDI QIDQ1771466zbMATH OpenOpenAlexFDO

Authors S. Yu. Novak

Publication date 21 April 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2004.06.026

zbMATH Keywords

Correlation coefficientSums of random variables

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 4169760 (Why is no real title available?)
• scientific article; zbMATH DE number 1409960 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Equivalent mixing conditions for random fields
• Inference on heavy tails from dependent data
• Invariance principles for mixing sequences of random variables
• On the Rate of Convergence in the Central Limit Theorem for Weakly Dependent Random Variables
• On the central limit theorem for \(\rho\)-mixing sequences of random variables
• On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives
• Regular variation of GARCH processes.
• Remarks on the maximum correlation coefficient
• Some properties of the bivariate normal distribution considered in the form of a contingency table

Cited in

(9)

• scientific article; zbMATH DE number 3106964 (Why is no real title available?)
• scientific article; zbMATH DE number 3106965 (Why is no real title available?)
• A Test of Independence in Two-Way Contingency Tables Based on Maximal Correlation
• On the Value of Correlation
• Remarks on the maximum correlation coefficient
• The Earth Mover's Correlation
• scientific article; zbMATH DE number 5364102 (Why is no real title available?)
• Variable selection in regression using maximal correlation and distance correlation
• On the correlation between f-ratios

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