Maximal correlation in a non-diagonal case

DOI10.1016/j.jmva.2014.07.008zbMath1299.62047OpenAlexW2061573613MaRDI QIDQ406550

Begoña Salamanca-Miño, Fernando López-Blázquez

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

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

Related Items (5)

Automatic differentiation and maximal correlation of order statistics from discrete parents ⋮ On infinite covariance expansions ⋮ A discrete analogue of Terrell's characterization of rectangular distributions ⋮ Four simple axioms of dependence measures ⋮ Order statistics from overlapping samples: bivariate densities and regression properties

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