Generalized covariance inequalities

DOI10.2478/S11533-011-0006-2zbMATH Open1217.60017OpenAlexW2034323910MaRDI QIDQ539199FDOQ539199

Authors: Przemysław Matuła, Maciej Ziemba 

Publication date: 27 May 2011

Published in: Central European Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/s11533-011-0006-2

Recommendations

• Probabilistic inequalities and remarks
• A new generalized inequality for covariance in \(N\) dimensions
• Some further inequalities for univariate moments and some new ones for the covariance
• An inequality for covariance with applications
• On some inequalities of Chernoff-type

zbMATH Keywords

copulacovariancekernel estimationpositive and negative dependenceprobabilistic inequalities

Mathematics Subject Classification ID

Density estimation (62G07) Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities; stochastic orderings (60E15) (L^p)-limit theorems (60F25)

Cites Work

• On nonparametric measures of dependence for random variables
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• Some Concepts of Dependence
• A new class of bivariate copulas.
• Title not available (Why is that?)
• Smooth estimate of quantiles under association
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• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
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• Stability of sums of weighted nonnegative random variables
• Estimation of the survival function for stationary associated processes
• Kernel estimates under association: Strong uniform consistency
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• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences

Cited In (25)

• Covariance inequalities for convex and log-concave functions
• Covariance inequalities
• A covariance inequality for coherent structures
• A new derivation of eigenvalue inequalities for the multinomial distribution
• Two inequalities with an application
• Some further inequalities for univariate moments and some new ones for the covariance
• On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution
• The 123 theorem of probability theory and copositive matrices
• Title not available (Why is that?)
• A new covariance inequality and applications.
• An inequality for covariance with applications
• Covariance and comparison inequalities under quadrant dependence
• Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1]\)
• Title not available (Why is that?)
• Grüss-type bounds for covariances and the notion of quadrant dependence in expectation
• Probabilistic inequalities and remarks
• A new generalized inequality for covariance in \(N\) dimensions
• A generalization of Hoeffding's lemma, and a new class of covariance inequalities
• Title not available (Why is that?)
• Separating inequalities for non-negative covariances
• Generalization of Cramér-Rao and Bhattacharyya inequalities for the weighted covariance matrix
• Matrix variance inequalities for multivariate distributions
• Grüss-type bounds for the covariance of transformed random variables
• On some inequalities of Chernoff-type
• A triangle inequality for covariances of binary FKG random variables

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