Some counterexamples concerning maximal correlation and linear regression
Date
2014Author
Papadatos, NickosISSN
0047-259XSource
Journal of Multivariate AnalysisVolume
126Pages
114-117Google Scholar check
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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.