Alternative expectation formulas for real-valued random vectors

DOI10.1080/03610926.2018.1543773OpenAlexW2928695211MaRDI QIDQ5085588

Haruhiko Ogasawara

Publication date: 27 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1543773

zbMATH Keywords

survival functionproduct momentsiterated integralHoeffding's lemma

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Generalized moments of sums with heavy-tailed random summands ⋮ Moment inequalities for nonnegative random variables ⋮ A general treatment of alternative expectation formulae

Cites Work

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• The collected works of Wassily Hoeffding. Ed. by N. I. Fisher and P. K. Sen
• On the covariance between functions
• An Introduction to Probability and Statistics
• Product Moments of Multivariate Random Vectors
• Expectation formulas for integer valued multivariate random variables
• Some contributions to contingency-type bivariate distributions
• A Remark on the Alternative Expectation Formula
• Another Remark on the Alternative Expectation Formula

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