Representations by uncorrelated random variables
- 作者: Móri T.F.1, Székely G.2,3
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隶属关系:
- Dept. Probab. Theory and Statist.
- Nat. Sci. Foundation
- Rényi Inst. of Math., Hungarian Acad. Sci.
- 期: 卷 26, 编号 2 (2017)
- 页面: 149-153
- 栏目: Article
- URL: https://journal-vniispk.ru/1066-5307/article/view/225790
- DOI: https://doi.org/10.3103/S1066530717020041
- ID: 225790
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详细
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.
作者简介
T. Móri
Dept. Probab. Theory and Statist.
编辑信件的主要联系方式.
Email: mori@math.elte.hu
匈牙利, Budapest
G.-J. Székely
Nat. Sci. Foundation; Rényi Inst. of Math., Hungarian Acad. Sci.
Email: mori@math.elte.hu
美国, Arlington, VA; Budapest
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