Eigenanalysis on a bivariate covariance kernel

DOI10.1016/J.JMVA.2008.02.039MaRDI QIDQ957329zbMATH OpenOpenAlexFDO

Authors Carles M. Cuadras, Daniel Cuadras

Publication date 27 November 2008

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2008.02.039

zbMATH Keywords

eigenfunctionscanonical correlationspositive quadrant dependenceFGM familyHoeffding's lemmainequalities for covariancesseries of constants

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Integral operators (47G10)

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Cited in

(4)

• Contributions to the diagonal expansion of a bivariate copula with continuous extensions
• On infinite covariance expansions
• Two generalized bivariate FGM distributions and rank reduction
• Partial cumulative correspondence analysis

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