On a characterization of variance and covariance

DOI10.1016/J.SPL.2010.07.018MaRDI QIDQ613154zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

additivitycharacterizationdispersionindependencevariance

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Recommendations

• Additivity of the variance is a characteristic property of the Hilbert space \(L_ 2(\Omega,{\mathfrak A},\mu)\)
• On measures of non-degeneracy
• Inequalities for variances of some functions of random variables
• Why the variance?
• Characterizations of distributions by variance bounds

Cites work

• Caracterizacion de la varianza
• scientific article; zbMATH DE number 42530 (Why is no real title available?)
• scientific article; zbMATH DE number 3452885 (Why is no real title available?)
• Modeling, measuring and managing risk
• 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
• What are cumulants?

Cited in

(6)

• Why the variance?
• On a family of coherent measures of variability
• On measures of non-degeneracy
• scientific article; zbMATH DE number 1304696 (Why is no real title available?)
• Additivity of the variance is a characteristic property of the Hilbert space \(L_ 2(\Omega,{\mathfrak A},\mu)\)
• Characteristic property of a class of multivariate variance functions

This page was built for publication: On a characterization of variance and covariance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q613154)