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

DOI10.1016/S0252-9602(07)60079-4zbMath1150.60007MaRDI QIDQ925682

Si Shen

Publication date: 3 June 2008

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

zbMATH Keywords

large deviationempirical correlation coefficient

Mathematics Subject Classification ID

Large deviations (60F10)

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