The least favorable noise

DOI10.1214/22-ECP467zbMath1498.60070arXiv2103.09794MaRDI QIDQ2152568

Philip A. Ernst, L. C. G. Rogers, Abram M. Kagan

Publication date: 8 July 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.09794

zbMATH Keywords

infinitely divisible distributionsself-decomposable random variableleast favorable perturbation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

Related Items (1)

The existence of the least favorable noise

Cites Work

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• On the stability problem for conditional expectation
• On the Maximum Correlation Coefficient
• Remarks on the maximum correlation coefficient

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