logo IMB
Back

Séminaire Images Optimisation et Probabilités

Sharp large deviations for the empirical correlation coefficient

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.