Note on the multidimensional Gebelein inequality
Volume 40 / 2013
Applicationes Mathematicae 40 (2013), 91-97
MSC: Primary 60E15; Secondary 60F15.
DOI: 10.4064/am40-1-5
Abstract
We generalize the Gebelein inequality for Gaussian random vectors in $\mathbb {R}^d$.
