On decoupling of functions of normal vectors

DOI10.1134/S0001434612090088zbMath1269.60021OpenAlexW2116336594MaRDI QIDQ1929771

P. G. Grigor'ev, Stanislav Alekseevich Molchanov

Publication date: 9 January 2013

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0001434612090088

zbMATH Keywords

Hadamard productcovariance matrixHermite polynomialSchur productWick polynomialnormally distributed random vector

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• Unnamed Item
• On measuring nonlinear risk with scarce observations

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