Large deviation for the empirical correlation coefficient of two Gaussian random variables

DOI10.1016/S0252-9602(07)60079-4MaRDI QIDQ925682zbMATH OpenFDO

Authors Si Shen

Publication date 3 June 2008

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0252-9602(07)60079-4

zbMATH Keywords

empirical correlation coefficientlarge deviation

Mathematics Subject Classification ID

Large deviations (60F10)

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