Why the variance?

DOI10.1016/S0167-7152(98)00041-8zbMATH Open0907.62062OpenAlexW2043423454WikidataQ56067754 ScholiaQ56067754MaRDI QIDQ1265985FDOQ1265985

Authors Abram M. Kagan, Larry Shepp

Publication date 15 December 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(98)00041-8

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Axioms; other general questions in probability (60A05)

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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
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• scientific article; zbMATH DE number 3452885 (Why is no real title available?)
• scientific article; zbMATH DE number 3196275 (Why is no real title available?)
• A General Definition of Unbiasedness

Cited in

(11)

• Correlation in \(L^p\)-spaces
• A measure of variability based on the harmonic mean, and its use in approximations
• Extremal variance and its generalization
• Minimizing the dispersion of centered discrete random variables
• Minimizing moments
• On a characterization of variance and covariance
• The location of a minimum variance squared distance functional
• Doubts or variability?
• Visualizing the variance of a random variable
• On a characterization of measures of dispersion
• A multiple objective stochastic portfolio selection problem with random beta

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