A simple method for obtaining the maximal correlation coefficient and related characterizations

DOI10.1016/j.jmva.2013.03.017zbMath1277.62154arXiv1204.1632OpenAlexW2097885379MaRDI QIDQ391627

Nickos Papadatos, Tatiana Xifara

Publication date: 10 January 2014

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

Full work available at URL: https://arxiv.org/abs/1204.1632

zbMATH Keywords

order statisticsrecordscharacterization of exponential distributionssplitting model

Mathematics Subject Classification ID

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

Related Items (10)

Automatic differentiation and maximal correlation of order statistics from discrete parents ⋮ Robust dependence measure for detecting associations in large data set ⋮ Spectral projections correlation structure for short-to-long range dependent processes ⋮ On the correlation structure of exponential order statistics and some extensions ⋮ Maximal correlation in a non-diagonal case ⋮ A discrete analogue of Terrell's characterization of rectangular distributions ⋮ Some counterexamples concerning maximal correlation and linear regression ⋮ Four simple axioms of dependence measures ⋮ Correlation structure of the Marshall-Olkin bivariate exponential distribution ⋮ A short history of statistical association: from correlation to correspondence analysis to copulas

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