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文章基本信息

  • 标题:Geometric Properties of Multivariate Correlation in De Finetti’s Approach to Insurance Theory
  • 本地全文:下载
  • 作者:Peter Laurence ; Tai-ho Wang ; Luca Barone
  • 期刊名称:Electronic Journal for History of Probability and Statistics
  • 印刷版ISSN:1773-0074
  • 电子版ISSN:1773-0074
  • 出版年度:2008
  • 卷号:4
  • 期号:02
  • 出版社:Ecole des Hautes Etudes en Sciences Sociales
  • 摘要:

    We provide proofs and commentary on parts of Bruno De Finetti’s paper ”About Correlation”. In particular
    we focus on De Finetti’s angle theorem, which he stated without proof and whose striking simplicity and
    power would seem to make it a natural candidate for any multivariate statistics text. We establish a connection
    between de Finetti’s angle theorem and ongoing research on the boundary of the convex set of correlation
    matrices. We also provide evidence from this article that de Finetti discovered rank correlation before or at
    the same time as Kendall.

  • 关键词:Geometric Properties;Geometrics;Theory;Multivariate Statistics
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