Hoeffding Identity, Multivariance And Multicorrelation

DOI10.1080/02331889808802650zbMath1077.62518OpenAlexW2200795186MaRDI QIDQ4228058

B. L. S. Prakasa Rao

Publication date: 1998

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889808802650

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (4)

Bounds on Variances of Lifetimes of Coherent and Mixed Systems ⋮ Wilcoxon-signed rank test for associated sequences ⋮ Matrix variance inequalities for multivariate distributions ⋮ Negative Dependence, Scrambled Nets, and Variance Bounds

Cites Work

• Unnamed Item
• A multivariate extension of Hoeffding's lemma
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
• A generalization of an identity of hoeffding and some applications
• Inequalities for E k(X, Y) when the marginals are fixed
• Some Concepts of Dependence
• Characterizations of Independence in Certain Families of Bivariate and Multivariate Distributions
• Association of Random Variables, with Applications

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