A multivariate extension of Hoeffding's lemma
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Publication:1106587
DOI10.1214/aop/1176991598zbMath0651.62042OpenAlexW2018969645WikidataQ125047651 ScholiaQ125047651MaRDI QIDQ1106587
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991598
positive dependenceintegral representationassociationHoeffding's lemmacharacterizations of independenceinequalities for characteristic functionsmultivariate joint cumulant
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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