The maximum correlation coefficient between partial sums of independent and identically distributed random variables with finite second moment equals the classical (Pearson) correlation coefficient ...

In this tutorial we begin our investigation of multivariate statistics using correlation and scatterplots. The idea is that we have two continuous variables and we want to examine the strength of the ...

Limit distributions of a renormalized circular serial correlation co-efficient from a circular version of a stationary Gaussian-Markov process are derived from expressions obtained by Madow (1945) and ...