On the covariance between functions

DOI10.1006/jmva.2001.2000zbMath1011.62062OpenAlexW2087890203MaRDI QIDQ1604615

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

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory of statistical distributions (62E10)

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