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Preprints, Working Papers, ... Year : 2019

Sharp Large Deviations for empirical correlation coefficients

Thi Kim Tien Truong
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Marguerite Zani
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Abstract

We study Sharp Large Deviations for Pearson's empirical correlation coefficients in the Spherical and Gaussian cases
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hal-02283954 , version 1 (11-09-2019)

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