Generalized covariance inequalities

DOI10.2478/s11533-011-0006-2zbMath1217.60017OpenAlexW2034323910MaRDI QIDQ539199

Maciej Ziemba, Przemysław Matuła

Publication date: 27 May 2011

Published in: Central European Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/s11533-011-0006-2

zbMATH Keywords

copulakernel estimationcovariancepositive and negative dependenceprobabilistic inequalities

Mathematics Subject Classification ID

Density estimation (62G07) Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) (L^p)-limit theorems (60F25)

Related Items (3)

Covariance and comparison inequalities under quadrant dependence ⋮ Grüss-type bounds for covariances and the notion of quadrant dependence in expectation ⋮ Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1\)]

Cites Work

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• Kernel estimates under association: Strong uniform consistency
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
• Smooth estimate of quantiles under association
• A new class of bivariate copulas.
• Some Concepts of Dependence

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