Sharp Large Deviations for empirical correlation coefficients
Statistics Theory
2019-09-13 v1 Probability
Statistics Theory
Abstract
We study Sharp Large Deviations for Pearson's empirical correlation coefficients in the Spherical and Gaussian cases
Cite
@article{arxiv.1909.05570,
title = {Sharp Large Deviations for empirical correlation coefficients},
author = {Thi Truong and Marguerite Zani},
journal= {arXiv preprint arXiv:1909.05570},
year = {2019}
}