Representations by uncorrelated random variables
- Авторлар: Móri T.F.1, Székely G.2,3
-
Мекемелер:
- Dept. Probab. Theory and Statist.
- Nat. Sci. Foundation
- Rényi Inst. of Math., Hungarian Acad. Sci.
- Шығарылым: Том 26, № 2 (2017)
- Беттер: 149-153
- Бөлім: Article
- URL: https://journals.rcsi.science/1066-5307/article/view/225790
- DOI: https://doi.org/10.3103/S1066530717020041
- ID: 225790
Дәйексөз келтіру
Аннотация
All multivariate random variables with finite variances are univariate functions of uncorrelated random variables and if the multivariate distribution is absolutely continuous then these univariate functions are piecewise linear. They can be independent of the correlations in the Gaussian case.
Негізгі сөздер
Авторлар туралы
T. Móri
Dept. Probab. Theory and Statist.
Хат алмасуға жауапты Автор.
Email: mori@math.elte.hu
Венгрия, Budapest
G.-J. Székely
Nat. Sci. Foundation; Rényi Inst. of Math., Hungarian Acad. Sci.
Email: mori@math.elte.hu
АҚШ, Arlington, VA; Budapest
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