Title of article :
Maximal correlation in a non-diagonal case
Author/Authors :
Lَpez-Blلzquez، نويسنده , , F. and Salamanca Miٌo، نويسنده , , B.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2014
Abstract :
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 k th largest order statistics of overlapping samples.
Keywords :
Order statistics , Maximal correlation , orthogonal polynomials , Tridiagonal matrices
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis
