IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v78y2008i9p1072-1075.html
   My bibliography  Save this article

On the maximal correlation coefficient

Author

Listed:
  • Yu, Yaming

Abstract

A well-known theorem states that the maximal correlation between a pair of bivariate normal random variables equals the absolute value of their ordinary (Pearson) correlation. This work provides a short new proof, besides establishing some results regarding the maximal correlation coefficient in general.

Suggested Citation

  • Yu, Yaming, 2008. "On the maximal correlation coefficient," Statistics & Probability Letters, Elsevier, vol. 78(9), pages 1072-1075, July.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:9:p:1072-1075
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(07)00368-9
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Fernando López-Blázquez & Begoña Salamanca-Miño, 2021. "Automatic differentiation and maximal correlation of order statistics from discrete parents," Computational Statistics, Springer, vol. 36(4), pages 2889-2915, December.
    2. Guo, Zijian & Zhang, Cun-Hui, 2022. "Extreme eigenvalues of nonlinear correlation matrices with applications to additive models," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 1037-1058.
    3. López Blázquez, F. & Salamanca Miño, B., 2014. "Maximal correlation in a non-diagonal case," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 265-278.
    4. Huang, Qiming & Zhu, Yu, 2016. "Model-free sure screening via maximum correlation," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 89-106.
    5. Papadatos, Nickos & Xifara, Tatiana, 2013. "A simple method for obtaining the maximal correlation coefficient and related characterizations," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 102-114.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:78:y:2008:i:9:p:1072-1075. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.