LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES

doi:10.1016/S0252-9602(07)60079-4

Acta mathematica scientia,Series B

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LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES

Shen Si

School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China
Mathematics and Computer Science Institute, Central University for Nationalities, Beijing 100081, China

Received:1900-01-01 Revised:2006-01-15 Online:2007-10-20 Published:2007-10-20
Contact: Shen Si

Abstract

CLC Number:

60F10

Shen Si. LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES[J].Acta mathematica scientia,Series B, 2007, 27(4): 821-828.

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LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES

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