Given a bivariate distribution, the set of canonical correlations and functions
is in general finite or countable. By using an inner product between
two functions via an extension of the covariance, we find all the canonical
correlations and functions for the so-called Cuadras-Aug´e copula and prove
the continuous dimensionality of this distribution.
Cuadras, C.M. (2005), Continuous canonical correlation analysis, Research Letters in the Information and Mathematical Sciences, 8, 97-103