Remarks on the maximum correlation coefficient

DOI10.2307/3318742zbMath0981.62051OpenAlexW2078295725MaRDI QIDQ5937014

Amir Dembo, Abram M. Kagan, Lawrence A. Shepp

Publication date: 26 March 2002

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/41d12dff47721a7dac9ae3397a3af4b89ae8c188

zbMATH Keywords

correlationmaximum correlationspherically symmetric distributionssums of independent random variables

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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