Stability of the characterization of the multivariate normal distribution in the Skitovich--Darmois theorem
Zapiski Nauchnykh Seminarov POMI, Continuity and stability in the problems of probability theory and mathematical statistics, Tome 61 (1976), pp. 5-16
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A numerical estimate of stability is obtained in a multidimensional variant of the Skitovich–Darmois theorem when the original random vectors, as well as linear combinations of them, are assumed to be $\varepsilon$-independent.
@article{ZNSL_1976_61_a0,
author = {Yu. R. Gabovich},
title = {Stability of the characterization of the multivariate normal distribution in the {Skitovich--Darmois} theorem},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {5--16},
publisher = {mathdoc},
volume = {61},
year = {1976},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1976_61_a0/}
}
TY - JOUR AU - Yu. R. Gabovich TI - Stability of the characterization of the multivariate normal distribution in the Skitovich--Darmois theorem JO - Zapiski Nauchnykh Seminarov POMI PY - 1976 SP - 5 EP - 16 VL - 61 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_1976_61_a0/ LA - ru ID - ZNSL_1976_61_a0 ER -
Yu. R. Gabovich. Stability of the characterization of the multivariate normal distribution in the Skitovich--Darmois theorem. Zapiski Nauchnykh Seminarov POMI, Continuity and stability in the problems of probability theory and mathematical statistics, Tome 61 (1976), pp. 5-16. http://geodesic.mathdoc.fr/item/ZNSL_1976_61_a0/