Suppose that we observe bivariate data (Xi, Yi) only when Yi [less-than-or-equals, slant] Xi (left truncation). Denote with F the marginal d.f. of the X's. In this paper we derive a Bahadur-type representation for the quantile function of the pertaining product-limit estimator of F. As an...

We study the extension of canonical correlation from pairs of random vectors to the case where a data sample consists of pairs of square integrable stochastic processes. Basic questions concerning the definition and existence of functional canonical correlation are addressed and sufficient...