How to transform correlated random variables into uncorrelated ones

DOI10.1016/S0893-9659(00)00050-1MaRDI QIDQ1585546zbMATH OpenOpenAlexFDO

Authors Arjun K. Gupta, Tamás F. Móri, G. J. Székely

Publication date 16 November 2000

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0893-9659(00)00050-1

zbMATH Keywords

covariancemonotone functionsreparametrizationone-to-one transformations

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Distribution theory (60E99)

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Cites work

• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• scientific article; zbMATH DE number 3038497 (Why is no real title available?)
• scientific article; zbMATH DE number 3054872 (Why is no real title available?)
• Essential correlatedness and almost independence
• Some Concepts of Dependence

Cited in

(5)

• Probabilistic optimization of engineering system with prescribed target design in a reduced parameter space
• Representations by uncorrelated random variables
• How to Pretend That Correlated Variables Are Independent by Using Difference Observations
• Aspects of negative dependence structures
• The dependence of uncorrelated statistics

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