Remarks on the maximum correlation coefficient

DOI10.2307/3318742MaRDI QIDQ5937014zbMATH OpenOpenAlexFDO

Authors Amir Dembo, Abram M. Kagan, Larry 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

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

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