Nominal correlation of inhomogeneous random sequences

Ghurumuruhan Ganesan

Statistics & Probability Letters, 2021, vol. 169, issue C

Abstract: In this paper, we consider random sequences with independent entries that are not necessarily identically distributed and obtain bounds on the maximal and minimal correlation of such sequences. We also determine sufficient conditions under which the scaled maximal and minimal correlations both converge to a common nominal value.

Keywords: Nominal correlation; Inhomogeneous random sequences (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2020.108956

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