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/