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https://open.uns.ac.rs/handle/123456789/12890
Title: | On possible dependence structures of a set of random variables | Authors: | Kovačević M. Šenk, Vojin |
Issue Date: | 1-May-2012 | Journal: | Acta Mathematica Hungarica | Abstract: | We give a constructive proof of existence of random vectors and discrete-time random processes with arbitrary nonsingular marginal distributions and arbitrary dependence structure. A corollary of this fact regarding Gaussian distributions is also established, as well as some abstract properties of dependence structures. © 2012 Akadémiai Kiadó, Budapest, Hungary. | URI: | https://open.uns.ac.rs/handle/123456789/12890 | ISSN: | 2365294 | DOI: | 10.1007/s10474-012-0200-0 |
Appears in Collections: | FTN Publikacije/Publications |
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