On a multivariate generalization of the covariance

DOI10.1080/03610926.2015.1056368zbMath1368.62155OpenAlexW2341853513MaRDI QIDQ4975173

Walter Diaz, Carles M. Cuadras

Publication date: 3 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1056368

zbMATH Keywords

functions of bounded variationpositive quadrant dependenceHoeffding's lemmagiven marginalspositive orthant dependentcovariance of functions

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05)

Related Items (3)

Two generalized bivariate FGM distributions and rank reduction ⋮ An extension of the Gumbel-Barnett family of copulas ⋮ A unified approach to constructing correlation coefficients between random variables

Cites Work

• A generalization of Hoeffding's lemma, and a new class of covariance inequalities
• A multivariate extension of Hoeffding's lemma
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
• On the covariance between functions
• Contributions to the diagonal expansion of a bivariate copula with continuous extensions
• Wilcoxon-signed rank test for associated sequences
• A continuous general multivariate distribution and its properties
• Some Concepts of Dependence
• Some contributions to contingency-type bivariate distributions
• Characterizations of Independence in Certain Families of Bivariate and Multivariate Distributions

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