On Gebelein's correlation coefficient
The paper answers a question raised by Dembo et al. (2001) about the relationship between Pearson's and Gebelein's correlation coefficients for sums of random variables.
Year of publication: |
2004
|
---|---|
Authors: | Novak, S.Y. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 69.2004, 3, p. 299-303
|
Publisher: |
Elsevier |
Keywords: | Correlation coefficient Sums of random variables |
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