Pages that link to "Item:Q1604615"

The following pages link to On the covariance between functions (Q1604615):

Displaying 35 items.

• Risk aversion with two risks: a theoretical extension (Q268631) (← links)
• Recent developments on the construction of bivariate distributions with fixed marginals (Q345671) (← links)
• Comparison of combined stochastic risk processes and its applications (Q421675) (← links)
• When can expected utility handle first-order risk aversion? (Q472207) (← links)
• Functional generalizations of Hoeffding's covariance lemma and a formula for Kendall's tau (Q504509) (← links)
• The demand for a risky asset in the presence of a background risk (Q629340) (← links)
• Grüss-type bounds for covariances and the notion of quadrant dependence in expectation (Q651280) (← links)
• Matrix variance inequalities for multivariate distributions (Q713725) (← links)
• Some general results for moments in bivariate distributions (Q745446) (← links)
• Constructing copula functions with weighted geometric means (Q840726) (← links)
• Eigenanalysis on a bivariate covariance kernel (Q957329) (← links)
• Letter to the editor. Correction to ``On the covariance between functions'' (Q962225) (← links)
• Grüss-type bounds for the covariance of transformed random variables (Q962508) (← links)
• A generalization of Hoeffding's lemma, and a new class of covariance inequalities (Q1007352) (← links)
• Optimal mission abort policy for partially repairable heterogeneous systems (Q1653362) (← links)
• A new measure of association between random variables (Q1683636) (← links)
• On the moment generating function for random vectors via inverse survival function (Q1726811) (← links)
• On some properties of \(\alpha\)-mixtures (Q2051525) (← links)
• Comparative risk aversion with two risks (Q2057256) (← links)
• A short history of statistical association: from correlation to correspondence analysis to copulas (Q2062804) (← links)
• Diversification and risk attitudes toward two risks (Q2092776) (← links)
• An extension of the Gumbel-Barnett family of copulas (Q2167328) (← links)
• On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution (Q2170250) (← links)
• First-order covariance inequalities via Stein's method (Q2174992) (← links)
• On stochastic comparisons and ageing properties of multivariate proportional hazard rate mixtures (Q2175223) (← links)
• A unified approach to constructing correlation coefficients between random variables (Q2189757) (← links)
• Hedging and the competitive firm under correlated price and background risk (Q2343102) (← links)
• Production and hedging in futures markets with multiple delivery specifications (Q2343109) (← links)
• Contributions to the diagonal expansion of a bivariate copula with continuous extensions (Q2350050) (← links)
• On bending (down and up) property of reliability measures in mixtures (Q2397321) (← links)
• Comparative ross risk aversion in the presence of mean dependent risks (Q2444695) (← links)
• Wilcoxon-signed rank test for associated sequences (Q2483848) (← links)
• Functions of Concordance and Dependence with Related Measures (Q3100656) (← links)
• Bounds on Variances of Lifetimes of Coherent and Mixed Systems (Q3182437) (← links)
• Aspects of Dependence in Cuadras–Auge Family (Q3585303) (← links)