M. Zani

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20062021

most citedLarge Deviations for Statistics of Jacobi Process

2 citations · 3 across the 3 of their papers we have counts for

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math.ST2021

Coherence of high-dimensional random matrices in a Gaussian case : application of the Chen-Stein method

M Boucher, D Chauveau, M Zani

This paper studies the $τ$ -coherence of a (n x p)-observation matrix in a Gaussian framework. The $τ$ -coherence is defined as the largest magnitude outside a diagonal bandwith of s…

math.ST2019

Sharp Large Deviations for empirical correlation coefficients

Thi Truong, Marguerite Zani

We study Sharp Large Deviations for Pearson's empirical correlation coefficients in the Spherical and Gaussian cases