A note on the equivalence between the conditional uncorrelation and the independence of random variables
DOI10.1214/24-ejs2212arXiv2210.16655OpenAlexW4392113704MaRDI QIDQ6200891
Marcin Pitera, Piotr Jaworski, Damian Jelito
Publication date: 25 March 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.16655
correlationindependencelinear dependencelinear independencelocal correlationPearson's correlationzero conditional correlationzero conditional covariance
Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
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