Hoeffding Identity, Multivariance And Multicorrelation

DOI10.1080/02331889808802650MaRDI QIDQ4228058zbMATH OpenOpenAlexFDO

Authors B. L. S. Prakasa Rao

Publication date 1998

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889808802650

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A generalization of an identity of hoeffding and some applications
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
• A multivariate extension of Hoeffding's lemma
• Association of Random Variables, with Applications
• Characterizations of Independence in Certain Families of Bivariate and Multivariate Distributions
• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• Inequalities for E k(X, Y) when the marginals are fixed
• Some Concepts of Dependence

Cited in

(5)

• Wilcoxon-signed rank test for associated sequences
• Bounds on Variances of Lifetimes of Coherent and Mixed Systems
• Negative dependence, scrambled nets, and variance bounds
• Multicovariance and multicorrelation for p-variables
• Matrix variance inequalities for multivariate distributions

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