Inequalities for E k(X, Y) when the marginals are fixed
From MaRDI portal
Publication:4089555
DOI10.1007/BF00532695zbMath0325.60002MaRDI QIDQ4089555
William Stout, Stamatis Cambanis, Gordon Simons
Publication date: 1976
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
60E05: Probability distributions: general theory
60A05: Axioms; other general questions in probability
Related Items
Stochastic Orderings of Convex-Type for Discrete Bivariate Risks, Taux de résistance des tests de rang d'indépendance, Testing for Concordance Ordering, Comparison of multivariate risks and positive dependence, Analysis of quickselect : an algorithm for order statistics, On higher-degree bivariate stop-loss transforms, with applications, Modeling and Generating Dependent Risk Processes for IRM and DFA, A limit theorem for “quicksort”, Minimality of ideal probabilistic metrics, A moment estimate for rank statistics, Minimal metrics in a space of random vectors with fixed one-dimensional marginal distributions, Conditionally ordered distributions, The problem of stability in queueing theory, Properties of and relations among certain types of metrics, The Frechet distance between multivariate normal distributions, On Hoeffding-Fréchet bounds and cyclic monotone relations, A probabilistic approach to optimal quality usage, A class of bivariate stochastic orderings, with applications in actuarial sciences, Asymptotic normality of two-sample linear rank statistics under association, Geometric stable distributions in Banach spaces, Rates of convergence of ordinal comparison for dependent discrete event dynamic systems, Multivariate concordance, On the asymptotic distribution of a general measure of monotone dependence, Positive dependence orderings, A scale-free goodness-of-fit statistic for the exponential distribution based on maximum correlations, Classes of bidimensional priors specified on a collection of sets: Bayesian robustness, Weak stochastic ordering for multidimensional Markov chains, Perspectives of Monge properties in optimization, Expected utility and the Siegel paradox: A generalization, Optimal risk sharing with background risk, Rearrangement inequalities in non-convex insurance models, Approximating the limiting Quicksort distribution, The Wasserstein distance and approximation theorems, A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution, On the monotone regression dependence for archimedian bivariate uniform, A generalization of an identity of hoeffding and some applications, Bayesian inference for contingency tables with given marginals, Monotonicity and unbiasedness of tests via a. S, constructions, Inequalities for the expectation of ?-monotone functions, Probability and expectation inequalities, Hoeffding Identity, Multivariance And Multicorrelation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Calculation of the Wasserstein Distance Between Probability Distributions on the Line
- Stochastic comparisons of random processes, with applications in reliability
- Optimal Policy in a Dynamic, Single Product, Nonstationary Inventory Model with Several Demand Classes
- Some Concepts of Dependence
- Functional Operators (AM-21), Volume 1
