On Gebelein's correlation coefficient

Novak, Serguei (2004) On Gebelein's correlation coefficient. Statistics & Probability Letters, 69 (3). pp. 299-303. ISSN 0167-7152

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Abstract

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.

Item Type:Article
Research Areas:Middlesex University Schools and Centres > School of Science and Technology > Design Engineering and Mathematics
Citations on ISI Web of Science:3
ID Code:1712
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Deposited On:25 Mar 2009 13:08
Last Modified:07 Nov 2014 16:27

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