Conditional uncorrelation equals independence

DOI10.1016/J.JMAA.2025.130175MaRDI QIDQ6879935zbMATH OpenFDO

Authors Dawid Tarłowski

Publication date 29 December 2025

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

correlationindependencelinear regressionRadon-Nikodym derivative

Mathematics Subject Classification ID

Multivariate analysis (62Hxx) Distribution theory (60Exx) Statistical distribution theory (62Exx)

Cites work

• scientific article; zbMATH DE number 739280 (Why is no real title available?)
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• Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
• Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
• New fat-tail normality test based on conditional second moments with applications to finance
• On Conditional and Partial Correlation
• PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
• Some truncated distributions
• The 20-60-20 rule

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