The Asymptotic Distribution of the Renyi Maximal Correlation

Abstract

Renyi (1959) defined the maximal correlation rho between a pair of random variables (U,W) as a certain formula where the supremum is taken over all functions of U and W with finite second moments. In this paper we derive the asymptotic distribution of the estimate of the Renyi correlation coefficient based on a sample of independent observations under the assumption that (U,W) are independent and assume only a finite number of values. (kr)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1990
Accession Number
ADA228148

Entities

People

  • Jayaram Sethuraman

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Covariance
  • Data Science
  • Eigenvalues
  • Information Science
  • Mathematics
  • Military Research
  • Normal Distribution
  • Observation
  • Random Variables
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Graph Algorithms and Convex Optimization.
  • Regression Analysis.