Maximal correlation in a non-diagonal case

DOI10.1016/J.JMVA.2014.07.008MaRDI QIDQ406550zbMATH OpenOpenAlexFDO

Authors F. López Blázquez, B. Salamanca Miño

Publication date 8 September 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.07.008

zbMATH Keywords

order statisticsorthogonal polynomialstridiagonal matricesmaximal correlation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30)

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Cited in

(13)

• A simple method for obtaining the maximal correlation coefficient and related characterizations
• Order statistics from overlapping samples: bivariate densities and regression properties
• Four simple axioms of dependence measures
• On generalized order statistics and maximal correlation as a measure of dependence
• The asymptotic distribution of the rènyi maximal correlation
• On the Maximum Correlation Coefficient
• On the maximal correlation coefficient
• An extremal property of rectangular distributions
• Automatic differentiation and maximal correlation of order statistics from discrete parents
• On infinite covariance expansions
• Some counterexamples concerning maximal correlation and linear regression
• The maximal correlation for the generalized order statistics and dual generalized order statistics
• A discrete analogue of Terrell's characterization of rectangular distributions

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