A generalization of Hoeffding's lemma, and a new class of covariance inequalities
DOI10.1016/J.SPL.2008.10.012zbMATH Open1284.62305OpenAlexW2072262274WikidataQ124844347 ScholiaQ124844347MaRDI QIDQ1007352FDOQ1007352
Publication date: 20 March 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.012
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)
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Cited In (9)
- Preserving the Rothschild-Stiglitz type of increasing risk with background risk
- A new covariance inequality and applications.
- Alternative expectation formulas for real-valued random vectors
- Recent developments on the construction of bivariate distributions with fixed marginals
- Negative Dependence, Scrambled Nets, and Variance Bounds
- Bounds on Variances of Lifetimes of Coherent and Mixed Systems
- Functional generalizations of Hoeffding's covariance lemma and a formula for Kendall's tau
- On asymptotic behavior of \(U\)-statistics for associated random variables
- On a multivariate generalization of the covariance
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