Choosing joint distributions so that the variance of the sum is small

DOI10.1016/j.jmva.2006.01.004zbMath1099.60014OpenAlexW2046413392MaRDI QIDQ2507742

Martin Knott, C. S. Smith

Publication date: 5 October 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.01.004

zbMATH Keywords

symmetryconvexityradialantithetic

Mathematics Subject Classification ID

Multivariate analysis (62H99) Probability distributions: general theory (60E05) Distribution theory (60E99)

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