| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1145536 | Journal of Multivariate Analysis | 2014 | 14 Pages |
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 kth largest order statistics of overlapping samples.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
F. López Blázquez, B. Salamanca Miño,