Multilinear forms and measures of dependence between random variables

DOI10.1016/0047-259X(85)90025-9zbMath0586.62086OpenAlexW1974399474MaRDI QIDQ1071436

Wlodzimierz Bryc, Richard C. jun. Bradley

Publication date: 1985

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(85)90025-9

zbMATH Keywords

multilinear formsmoment inequalitiesmultilinear operatorsdependence measuresmixing conditionsEquivalence relationsHilbert-space valued random variablesMarcinkiewicz interpolation theoremsRiesz-Thorin

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability measures on topological spaces (60B05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Abstract interpolation of topological vector spaces (46M35)

Related Items (31)

Invariance principles under a two-part mixing assumption ⋮ A multilinear form inequality ⋮ On dominations between measures of dependence ⋮ Central limit theorem for linear processes ⋮ A covariance inequality under a two-part dependence assumption ⋮ WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS ⋮ A CLT for the periodograms of a \(p\)-mixing random field ⋮ Exponential convergence for sequences of random variables ⋮ Moment inequalities for mixing sequences of random variables ⋮ Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model ⋮ Consistency properties for the estimators of partially linear regression model under dependent errors ⋮ Maximal moment inequalities for partial sums of ρ-mixing random variables with application to conditional value-at-risk estimator ⋮ Terminal-dependent statistical inference for the FBSDEs models ⋮ Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing ⋮ Convergence rates in the strong laws of asymptotically negatively associated random fields ⋮ Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions ⋮ Complete moment convergence for (α,β)-mixing random variables and its application ⋮ Estimation of the variance for strongly mixing sequences ⋮ On the spectral density and asymptotic normality of weakly dependent random fields ⋮ On mixing properties of some INAR models ⋮ Change-point detection and bootstrap for Hilbert space valued random fields ⋮ On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient ⋮ Terminal-Dependent Statistical Inferences for FBSDE ⋮ Minimal conditions in \(p\)-stable limit theorems ⋮ Nonparametric Estimation for FBSDEs Models with Applications in Finance ⋮ Convergence to Lévy stable processes under some weak dependence conditions ⋮ Normal approximation for quasi-associated random fields ⋮ Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management ⋮ Terminal-dependent statistical inference for the integral form of FBSDE ⋮ A restricted dichotomy of equivalence classes for some measures of dependence ⋮ Some remarks on coupling of dependent random variables

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