López Blázquez, F.; Salamanca Miño, B. - In: Journal of Multivariate Analysis 131 (2014) C, pp. 265-278
We present a method for the obtention of the maximal correlation coefficient that extends the simple method given by Papadatos and Xifara (2013). We illustrate our method with the calculation of the maximal correlation between the kth largest order statistics of overlapping samples.