Maximal correlation in a non-diagonal case

被引：7
|
作者：
Lopez Blazquez, F. [1 ]
Salamanca Mino, B. [1 ]
机构：
[1] Univ Seville, Seville, Spain
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 2014年 / 131卷
关键词：
Maximal correlation; Orthogonal polynomials; Tridiagonal matrices; Order statistics; CORRELATION-COEFFICIENT; CORRELATION RATIO;
D O I：
10.1016/j.jmva.2014.07.008
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We present a method for the obtention of the maximal correlation coefficient that extends the simple method given by Papadatos and Xifara (2013). We illustrate our method with the calculation of the maximal correlation between the kth largest order statistics of overlapping samples. (C) 2014 Elsevier Inc. All rights reserved.
引用
收藏
页码：265 / 278
页数：14
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