- Tytuł:
- A note on conditional variance and characterization of probability distributions
- Autorzy:
-
Jaworski, Piotr
Pitera, Marcin - Opis:
- In this note we prove a novel characterization result stating that any distribution is determined uniquely up to an additive constant by its conditional variance function where the conditioning is based on double quantile trimming. We also outline potential statistical applications of the proposed characterization.
- Dostawca treści:
- Repozytorium Uniwersytetu Jagiellońskiego
Artykuł