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  • Article
    Weak Uncorrelatedness of Random Variables
    (Springer, 2006) Ostrovska, S
    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.
  • Article
    Citation - WoS: 1
    Citation - Scopus: 1
    Uncorrelatedness Sets of Bounded Random Variables
    (Academic Press inc Elsevier Science, 2004) Ostrovska, S
    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.