Correlations of functions of normal variables

DOI10.1016/0047-259X(78)90035-0MaRDI QIDQ1252687zbMATH OpenFDO

Authors Sam Gutmann

Publication date 1978

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(78)90035-0

zbMATH Keywords

CorrelationFunctions of Normal VariablesPair of Jointly Normal Brownian Motions

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• scientific article; zbMATH DE number 3306391 (Why is no real title available?)
• scientific article; zbMATH DE number 3049021 (Why is no real title available?)
• Sample functions of the Gaussian process
• The free Markoff field

Cited in

(1)

• Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables

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