Timeline for Covariance/Correlation matrix of $n$ random variables with uniform marginal distributions
Current License: CC BY-SA 4.0
5 events
when toggle format | what | by | license | comment | |
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Feb 5, 2021 at 6:42 | vote | accept | zxzx179 | ||
Feb 4, 2021 at 22:28 | answer | added | kodlu | timeline score: 1 | |
Feb 4, 2021 at 18:52 | history | edited | zxzx179 | CC BY-SA 4.0 |
deleted 3 characters in body
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Feb 4, 2021 at 7:50 | comment | added | mike | taking correlation instead of covariance, do you know that there is any restriction ? Sklar's Thm (en.wikipedia.org/wiki/Copula_(probability_theory)) does not say that there is no restriction, but it does say that it is a pretty big class of ditributions. | |
Feb 4, 2021 at 4:39 | history | asked | zxzx179 | CC BY-SA 4.0 |