Covariance formulas via marginal martingales (Q4850107)
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scientific article; zbMATH DE number 803405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance formulas via marginal martingales |
scientific article; zbMATH DE number 803405 |
Statements
Covariance formulas via marginal martingales (English)
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24 January 1996
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bivariate distribution
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Hoeffding's formula
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covariance function
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marginal counting process martingales
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dependent survival times
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joint survival function
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marginal mean residual life functions
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