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: A. > School of Science and Technology > Design Engineering and Mathematics
ISI Impact: 3
Item ID: 1712
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Depositing User: Users 36 not found.
Date Deposited: 25 Mar 2009 13:08
Last Modified: 24 Mar 2015 10:45
URI: http://eprints.mdx.ac.uk/id/eprint/1712

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