Sharp Large Deviations for empirical correlation coefficients

Thi Kim Tien Truong (1) , Marguerite Zani (1)

1 IDP - Institut Denis Poisson

We study Sharp Large Deviations for Pearson's empirical correlation coefficients in the Spherical and Gaussian cases

Mots clés: Pearson's Empirical Correlation Coefficient; Sharp Large Deviations; Spherical Distribu- tion; Gaussian distribution

Domaines: Statistiques [math.ST]; Probabilités [math.PR]

Thi Kim Tien Truong, Marguerite Zani. Sharp Large Deviations for empirical correlation coefficients. 2019. ⟨hal-02283954⟩