Back Séminaire Images Optimisation et Probabilités
Thi Kim Tien Truong
( IDP, Orléans ) Salle de Conférences
April 04, 2019 at 11:00 AM
We consider the correlation coefficients of two samples. The main goal is to establish the sharp large deviations (SLD) for empirical correlation coefficients in two general cases: Spherical and Gaussian distributions. Moreover, we can obtain the asymptotic expansion of the SLD at any order development.