A generalization of Hoeffding's lemma, and a new class of covariance inequalities

DOI10.1016/J.SPL.2008.10.012MaRDI QIDQ1007352zbMATH OpenOpenAlexWikidataFDO

Authors Brendan K. Beare

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

Mathematics Subject Classification ID

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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Cites work

• scientific article; zbMATH DE number 3396919 (Why is no real title available?)
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A multivariate extension of Hoeffding's lemma
• Mixing: Properties and examples
• Multidimensional variation for quasi-Monte Carlo
• Non-strong mixing autoregressive processes
• On Definitions of Bounded Variation for Functions of Two Variables
• On the covariance between functions
• Properties of Functions f(x, y) of Bounded Variation
• Some Limit Theorems for Random Functions. I
• Some contributions to contingency-type bivariate distributions

Cited in

(12)

• A multivariate extension of Hoeffding's lemma
• Bounds on Variances of Lifetimes of Coherent and Mixed Systems
• Recent developments on the construction of bivariate distributions with fixed marginals
• 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
• Negative dependence, scrambled nets, and variance bounds
• On asymptotic behavior of \(U\)-statistics for associated random variables
• On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution
• A generalization of an identity of hoeffding and some applications
• Functional generalizations of Hoeffding's covariance lemma and a formula for Kendall's tau
• On a multivariate generalization of the covariance

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