Grüss-type bounds for covariances and the notion of quadrant dependence in expectation
From MaRDI portal
Publication:651280
DOI10.2478/s11533-011-0088-xzbMath1228.60028OpenAlexW2025514394MaRDI QIDQ651280
Wing-Keung Wong, Ričardas Zitikis, Martín Egozcue, Luis Fuentes García
Publication date: 12 December 2011
Published in: Central European Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/s11533-011-0088-x
quadrant dependenceGrüss's inequalitycovariance boundCuadras representationHoeffding representationquadrant dependence in expectation
Related Items
Confidence band for expectation dependence with applications ⋮ Validation of positive expectation dependence ⋮ Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization ⋮ Model selection based on Lorenz and concentration curves, Gini indices and convex order
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Generalized covariance inequalities
- New bounds for moments of continuous random variables
- Grüss-type bounds for the covariance of transformed random variables
- Weighted risk capital allocations
- Expectation dependence of random variables, with an application in portfolio theory
- Monotonic dependence functions of bivariate distributions
- Differentiability of six operators on nonsmooth functions and \(p\)-variation. With the collaboration of Jinghua Qian
- On the covariance between functions
- Concrete Functional Calculus
- General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
- Continuous Bivariate Distributions
- Grüss's inequality, its probabilistic interpretation, and a sharper bound
- Prospect Theory, Indifference Curves, and Hedging Risks
- Some Concepts of Dependence