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math.ST updates on arXiv.org

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On conditional moments of high-dimensional random vectors given lower-dimensional projections
Lukas Steinberger, Hannes Leeb · 2014-05-09 · via math.ST updates on arXiv.org

One of the most widely used properties of the multivariate Gaussian distribution, besides its tail behavior, is the fact that conditional means are linear and that conditional variances are constant. We here show that this property is also shared, in an approximate sense, by a large class of non-Gaussian distributions. We allow for several conditioning variables and we provide explicit non-asymptotic results, whereby we extend earlier findings of Hall and Li (1993) and Leeb (2013).

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