On conditional moments of high-dimensional random vectors given lower-dimensional projections

DOI10.3150/16-BEJ888zbMath1390.60067arXiv1405.2183OpenAlexW3105029219MaRDI QIDQ2405194

Hannes Leeb, Lukas Steinberger

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.2183

zbMATH Keywords

conditional momentslinear conditional meanconstant conditional variancehigh dimensional distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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