Arbeitspapier
Convolution without independence
Widely used convolutions and deconvolutions techniques traditionally rely on the assumption of independence, an assumption often criticized as being very strong. We observe that independence is, in fact, not necessary for the convolution theorem to hold. Instead, a much weaker notion, known as subindependence, is the appropriate necessary and sufficient condition. We motivate the usefulness of the subindependence concept by showing that is arguably as weak as a conditional mean assumption. We also provide an equivalent definition of subindependence that does not involve Fourier transforms and devise a constructive method to generate pairs of subindependent random variables.
- Language
-
Englisch
- Bibliographic citation
-
Series: cemmap working paper ; No. CWP46/13
- Classification
-
Wirtschaft
- Event
-
Geistige Schöpfung
- (who)
-
Schennach, Susanne
- Event
-
Veröffentlichung
- (who)
-
Centre for Microdata Methods and Practice (cemmap)
- (where)
-
London
- (when)
-
2013
- DOI
-
doi:10.1920/wp.cem.2013.4613
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Schennach, Susanne
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2013
Other Objects (12)
Equilibrium bidding without the independence axiom: A graphical analysis
Purification and independence
Optimal Fiscal Action in an Economy with Sovereign Premia and without Monetary Independence: An Application to Italy
Shape constrained estimators in inverse regression models with convolution-type operator
Irish GDP since independence
Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
Reverse Bayesianism and act independence
Stochastic Independence and Uncertainty Aversion
Independence for Conditional Probability Systems
Information independence and common knowledge
Information independence and common knowledge
The odious Haitian independence debt
Equilibrium bidding without the independence axiom: A graphical analysis
Purification and independence
Optimal Fiscal Action in an Economy with Sovereign Premia and without Monetary Independence: An Application to Italy
Shape constrained estimators in inverse regression models with convolution-type operator
Irish GDP since independence
Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
Reverse Bayesianism and act independence
Stochastic Independence and Uncertainty Aversion
Independence for Conditional Probability Systems
Information independence and common knowledge
Information independence and common knowledge
The odious Haitian independence debt
Equilibrium bidding without the independence axiom: A graphical analysis
Purification and independence
Optimal Fiscal Action in an Economy with Sovereign Premia and without Monetary Independence: An Application to Italy
Shape constrained estimators in inverse regression models with convolution-type operator
Irish GDP since independence
Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
Reverse Bayesianism and act independence
Stochastic Independence and Uncertainty Aversion
Independence for Conditional Probability Systems
Information independence and common knowledge
Information independence and common knowledge