On a characterization of variance and covariance

DOI10.1016/J.SPL.2010.07.018zbMATH Open1489.60023OpenAlexW1999482723MaRDI QIDQ613154FDOQ613154

Authors: Norbert Poschadel 

Publication date: 20 December 2010

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

Full work available at URL: https://doi.org/10.1016/j.spl.2010.07.018

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zbMATH Keywords

dispersionindependencevarianceadditivitycharacterization

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cites Work

• Modeling, measuring and managing risk
• Title not available (Why is that?)
• What are cumulants?
• On distance dependent maps on the circle and on the real line
• Una nota su operazioni associative, trasformate integrali e problemi di caratterizzazione in statistica
• Caracterizacion de la varianza
• Title not available (Why is that?)

Cited In (4)

• On a family of coherent measures of variability
• On measures of non-degeneracy
• Characteristic property of a class of multivariate variance functions
• Additivity of the variance is a characteristic property of the Hilbert space \(L_ 2(\Omega,{\mathfrak A},\mu)\)

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