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
Pages
14
From page
265
To page
278
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
Serial Year
2014
Journal title
Journal of Multivariate Analysis
Record number
1566855
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