Sharp Large Deviations for empirical correlation coefficients

Abstract : We study Sharp Large Deviations for Pearson's empirical correlation coefficients in the Spherical and Gaussian cases
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https://hal.archives-ouvertes.fr/hal-02283954
Contributor : Marguerite Zani <>
Submitted on : Wednesday, September 11, 2019 - 1:51:07 PM
Last modification on : Friday, September 13, 2019 - 1:24:22 AM

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  • HAL Id : hal-02283954, version 1
  • ARXIV : 1909.05570

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

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