Grüss-type bounds for covariances and the notion of quadrant dependence in expectation
DOI10.2478/S11533-011-0088-XzbMATH Open1228.60028OpenAlexW2025514394MaRDI QIDQ651280FDOQ651280
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 dependencecovariance boundCuadras representationHoeffding representationquadrant dependence in expectationGrüss's inequality
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- Model selection based on Lorenz and concentration curves, Gini indices and convex order
- Validation of positive expectation dependence
- Confidence band for expectation dependence with applications
- Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization
- Grüss-type bounds for the covariance of transformed random variables
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