On the Maximum Correlation Coefficient

DOI10.1137/S0040585X97980968zbMath1089.62066OpenAlexW2056940695MaRDI QIDQ5700621

Amir Dembo, Wlodzimierz Bryc, Abram M. Kagan

Publication date: 28 October 2005

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97980968

zbMATH Keywords

maximum correlationdependenceself-decomposable random variables

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (8)

Model-free sure screening via maximum correlation ⋮ Automatic differentiation and maximal correlation of order statistics from discrete parents ⋮ Spectral projections correlation structure for short-to-long range dependent processes ⋮ Extreme eigenvalues of nonlinear correlation matrices with applications to additive models ⋮ The least favorable noise ⋮ A simple method for obtaining the maximal correlation coefficient and related characterizations ⋮ Maximal correlation in a non-diagonal case ⋮ On the maximal correlation coefficient

This page was built for publication: On the Maximum Correlation Coefficient