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

dispersionindependencevarianceadditivitycharacterization

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

• scientific article; zbMATH DE number 42530 (Why is no real title available?)
• scientific article; zbMATH DE number 3452885 (Why is no real title available?)
• Caracterizacion de la varianza
• 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

(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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