Some counterexamples concerning maximal correlation and linear regression
نویسندگان
چکیده
منابع مشابه
Some counterexamples concerning maximal correlation and linear regression
A class of examples concerning the relationship of linear regression and maximal correlation is provided. More precisely, these examples show that if two random variables have (strictly) linear regression on each other, then their maximal correlation is not necessarily equal to their (absolute) correlation. © 2014 Published by Elsevier Inc. 1. Maximal correlation and linear regression Let (X, Y...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2014
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2013.12.008