How to transform correlated random variables into uncorrelated ones

DOI10.1016/S0893-9659(00)00050-1zbMath0954.62074OpenAlexW2029914080MaRDI QIDQ1585546

Tamás F. Móri, Gábor J. Székely, Arjun K. Gupta

Publication date: 16 November 2000

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0893-9659(00)00050-1

zbMATH Keywords

covariancemonotone functionsreparametrizationone-to-one transformations

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Distribution theory (60E99)

Related Items (4)

The dependence of uncorrelated statistics ⋮ Representations by uncorrelated random variables ⋮ Probabilistic optimization of engineering system with prescribed target design in a reduced parameter space ⋮ Aspects of Negative Dependence Structures

Cites Work

• Essential correlatedness and almost independence
• Some Concepts of Dependence
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