Optimal Partition in Terms of Independent Random Vectors of Any Non-Gaussian Vector Defined by a Set of Realizations
DOI10.1137/16M1062223zbMath1365.62193OpenAlexW2591189595MaRDI QIDQ5269858
Publication date: 28 June 2017
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1062223
Multivariate distribution of statistics (62H10) Random fields (60G60) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Signal detection and filtering (aspects of stochastic processes) (60G35)
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