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.
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
0 commentaires:
Enregistrer un commentaire