Uncorrelatedness Sets of Bounded Random Variables
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Date
2004
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Publisher
Academic Press inc Elsevier Science
Open Access Color
HYBRID
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No
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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.
Description
Keywords
uncorrelatedness set, measure of independence, copula, completeness, Completeness, Measures of association (correlation, canonical correlation, etc.), Copula, Applied Mathematics, Measure of independence, Characterization and structure theory for multivariate probability distributions; copulas, Analysis, Uncorrelatedness set
Fields of Science
0101 mathematics, 01 natural sciences
Citation
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Q1
Scopus Q
Q2
OpenCitations Citation Count
1
Source
Journal of Mathematical Analysis and Applications
Volume
297
Issue
1
Start Page
257
End Page
266
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Scopus : 1
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1
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1
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