Correlations of functions of normal variables

DOI10.1016/0047-259X(78)90035-0zbMath0394.62040MaRDI QIDQ1252687

Sam Gutmann

Publication date: 1978

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

zbMATH Keywords

CorrelationFunctions of Normal VariablesPair of Jointly Normal Brownian Motions

Mathematics Subject Classification ID

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

Related Items (1)

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

Cites Work

• The free Markoff field
• Sample functions of the Gaussian process
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