On the covariance between functions

DOI10.1006/jmva.2001.2000zbMath1011.62062MaRDI QIDQ1604615

Carles M. Cuadras

Publication date: 8 July 2002

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

Full work available at URL: https://doi.org/10.1006/jmva.2001.2000

zbMATH Keywords

maximum correlation; generalized covariance; Hoeffding's lemma; given marginals; covariance expansions; Heaviside distribution

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62E10: Characterization and structure theory of statistical distributions

Related Items

Product Moments of Multivariate Random Vectors, Antithetic and Negatively Associated Random Variables and Function Maximization, Constructing copula functions with weighted geometric means, Eigenanalysis on a bivariate covariance kernel, Letter to the editor. Correction to ``On the covariance between functions, Grüss-type bounds for the covariance of transformed random variables, A generalization of Hoeffding's lemma, and a new class of covariance inequalities, Wilcoxon-signed rank test for associated sequences, Bounds on Variances of Lifetimes of Coherent and Mixed Systems, Aspects of Dependence in Cuadras–Auge Family

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