We generalize the Gebelein inequality for Gaussian random vectors in .
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am40-1-5, author = {Marek Be\'ska and Agnieszka Wa\l achowska}, title = {Note on the multidimensional Gebelein inequality}, journal = {Applicationes Mathematicae}, volume = {40}, year = {2013}, pages = {91-97}, zbl = {1330.60034}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am40-1-5} }
Marek Beśka; Agnieszka Wałachowska. Note on the multidimensional Gebelein inequality. Applicationes Mathematicae, Tome 40 (2013) pp. 91-97. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am40-1-5/