A multivariate extension of Hoeffding's lemma

DOI10.1214/AOP/1176991598zbMATH Open0651.62042OpenAlexW2018969645WikidataQ125047651 ScholiaQ125047651MaRDI QIDQ1106587FDOQ1106587

Authors: Henry W. Block, Zhaoben Fang

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991598

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zbMATH Keywords

association positive dependence integral representation Hoeffding's lemma characterizations of independence inequalities for characteristic functions multivariate joint cumulant

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)

Cited In (33)

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