Representations by uncorrelated random variables
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.
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| Veröffentlicht in: | Mathematical methods of statistics 2017-04, Vol.26 (2), p.149-153 |
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| container_title | Mathematical methods of statistics |
| container_volume | 26 |
| creator | Móri, T. F. Székely, G.-J. |
| description | 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. |
| doi_str_mv | 10.3103/S1066530717020041 |
| format | Article |
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| language | eng |
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| source | SpringerLink Journals - AutoHoldings |
| subjects | Continuity (mathematics) Mathematical analysis Mathematics and Statistics Normal distribution Random variables Statistical Theory and Methods Statistics |
| title | Representations by uncorrelated random variables |
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