Covariance and comparison inequalities under quadrant dependence

DOI10.1007/S10998-014-0077-5zbMATH Open1363.60012OpenAlexW1963875070WikidataQ59408327 ScholiaQ59408327MaRDI QIDQ343261FDOQ343261

Authors: Przemysław Matuła, Maciej Ziemba 

Publication date: 25 November 2016

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

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

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zbMATH Keywords

covariancecomparison theoremspositive and negative dependenceprobabilistic inequalities

Mathematics Subject Classification ID

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

Cites Work

• An introduction to copulas.
• Some Concepts of Dependence
• Association of Random Variables, with Applications
• Negative association of random variables, with applications
• Associated sequences, demimartingales and nonparametric inference.
• Limit theorems for associated fields and related systems.
• Asymptotics for associated random variables.
• Title not available (Why is that?)
• Estimation of the survival function for stationary associated processes
• Kernel estimates under association: Strong uniform consistency
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• Generalized covariance inequalities

Cited In (1)

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

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