Scholarlink

<p>It has been shown by Pronzato et al. (Bernoulli 23(4A):2617–2642, 2017; J Multivar Anal 168:276–289, 2018) that simplicial volumes formed by independent copies of random variables can be used to extend the definition of generalised variances. It is shown in this paper that exterior algebra is a natural environment in which to study these constructions. This is used to extend the formulation to covariances and correlations. The theory leads naturally to dispersion ordering, that is partial orderings in which one random variable is more disperse than another if one squared simplicial volume stochastically dominates the other.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

An exterior algebra approach to generalised variances and cross-covariances

  • 期刊论文

  • 出版模式：

    开放获取

  • 发表日期：

    2025年4月1日

查看全文
  • Henry P. Wynn,
  • Anatoly Zhigljavsky

摘要

It has been shown by Pronzato et al. (Bernoulli 23(4A):2617–2642, 2017; J Multivar Anal 168:276–289, 2018) that simplicial volumes formed by independent copies of random variables can be used to extend the definition of generalised variances. It is shown in this paper that exterior algebra is a natural environment in which to study these constructions. This is used to extend the formulation to covariances and correlations. The theory leads naturally to dispersion ordering, that is partial orderings in which one random variable is more disperse than another if one squared simplicial volume stochastically dominates the other.