A generalization of Hoeffding's lemma, and a new class of covariance inequalities

DOI10.1016/j.spl.2008.10.012zbMath1284.62305OpenAlexW2072262274WikidataQ124844347 ScholiaQ124844347MaRDI QIDQ1007352

Brendan K. Beare

Publication date: 20 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.012

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (7)

Bounds on Variances of Lifetimes of Coherent and Mixed Systems ⋮ Recent developments on the construction of bivariate distributions with fixed marginals ⋮ Alternative expectation formulas for real-valued random vectors ⋮ On asymptotic behavior of \(U\)-statistics for associated random variables ⋮ Preserving the Rothschild-Stiglitz type of increasing risk with background risk ⋮ Negative Dependence, Scrambled Nets, and Variance Bounds ⋮ On a multivariate generalization of the covariance

Cites Work

• Unnamed Item
• A multivariate extension of Hoeffding's lemma
• Mixing: Properties and examples
• On the covariance between functions
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Some Limit Theorems for Random Functions. I
• Non-strong mixing autoregressive processes
• On Definitions of Bounded Variation for Functions of Two Variables
• Properties of Functions f(x, y) of Bounded Variation
• Multidimensional Variation for Quasi-Monte Carlo
• Some contributions to contingency-type bivariate distributions

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