Weak uncorrelatedness of random variables
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Date
2006
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Springer
Abstract
New measures of independence for n random variables, based on their moments, are studied. A scale of degrees of independence for random variables which starts with uncorrelatedness (for n = 2) and finishes at independence is constructed. The scale provides a countable linearly ordered set of measures of independence.
Description
Keywords
independence, uncorrelatedness, convolution, moments, characteristic function
Turkish CoHE Thesis Center URL
Citation
0
WoS Q
Q2
Scopus Q
Source
Volume
26
Issue
2
Start Page
379
End Page
384