Uncorrelatedness sets of bounded random variables
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Date
2004
Authors
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Journal ISSN
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Publisher
Academic Press inc Elsevier Science
Abstract
An uncorrelatedness set of two random variables shows which powers of random variables are uncorrelated. These sets provide a measure of independence: the wider an uncorrelatedness set is, the more independent random variables are. Conditions for a subset of N-2 to be an uncorrelatedness set of bounded random variables are studied. Applications to the theory of copulas are given. (C) 2004 Elsevier Inc. All rights reserved.
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Keywords
uncorrelatedness set, measure of independence, copula, completeness
Turkish CoHE Thesis Center URL
Citation
1
WoS Q
Q2
Scopus Q
Q2
Source
Volume
297
Issue
1
Start Page
257
End Page
266