Venter Non-tail measures

vendredi 17 avril 2015

how to tell if one co-measure is marginal decomposition. As mentioned in paper, there can be many co-measures but only one marginal decomposition.

in the example of standard deviation, how would you know h(y)=y-E(Y), L(Y)=y-E(Y)/Std(Y) and r(Xj)=Cov(Xj,Y)/std(Y) is the marginal decomposition?

Thanks in advance.





Venter Non-tail measures

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