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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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/
@article{ZNSL_1976_61_a0,
author = {Yu. R. Gabovich},
title = {Stability of the characterization of the multivariate normal distribution in the {Skitovich{\textendash}Darmois} theorem},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {5--16},
year = {1976},
volume = {61},
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
UR - http://geodesic.mathdoc.fr/item/ZNSL_1976_61_a0/
LA - ru
ID - ZNSL_1976_61_a0
ER -
%0 Journal Article
%A Yu. R. Gabovich
%T Stability of the characterization of the multivariate normal distribution in the Skitovich–Darmois theorem
%J Zapiski Nauchnykh Seminarov POMI
%D 1976
%P 5-16
%V 61
%U http://geodesic.mathdoc.fr/item/ZNSL_1976_61_a0/
%G ru
%F ZNSL_1976_61_a0
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.
