Covariance and comparison inequalities under quadrant dependence

DOI10.1007/S10998-014-0077-5MaRDI QIDQ343261zbMATH OpenOpenAlexWikidataFDO

Authors Przemysław Matuła, Maciej Ziemba

Publication date 25 November 2016

Published in Periodica Mathematica Hungarica (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10998-014-0077-5

zbMATH Keywords

covariancecomparison theoremspositive and negative dependenceprobabilistic inequalities

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 2148015 (Why is no real title available?)
• scientific article; zbMATH DE number 2108642 (Why is no real title available?)
• An introduction to copulas.
• Associated sequences, demimartingales and nonparametric inference.
• Association of Random Variables, with Applications
• Asymptotics for associated random variables.
• Estimation of the survival function for stationary associated processes
• Generalized covariance inequalities
• Kernel estimates under association: Strong uniform consistency
• Limit theorems for associated fields and related systems.
• Negative association of random variables, with applications
• Some Concepts of Dependence

Cited in

(1)

• Grüss-type bounds for covariances and the notion of quadrant dependence in expectation

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