Extreme eigenvalues of nonlinear correlation matrices with applications to additive models
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DOI: 10.1016/j.spa.2021.04.006
Abstract: Abstract The maximum correlation of functions of a pair of random variables is an important measure of stochastic dependence. It is known that this maximum nonlinear correlation is identical to the absolute value of the… read more here.
Keywords: iid random; nonlinear correlation; extreme eigenvalues; random variables ... See more keywords