Some inequalities for covariance with applications in statistics

DOI10.7153/JMI-2022-16-90OpenAlexW4313565868MaRDI QIDQ5877849

Anshui Li

Publication date: 16 February 2023

Published in: Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7153/jmi-2022-16-90

zbMATH Keywords

upper boundssymmetrizationsampling theorycovariancestatistical dependency

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30)

Cites Work

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• Pricing and risk management of interest rate swaps
• An inequality for covariance with applications
• On the convergence of bivariate order statistics: almost sure convergence and convergence rate
• Adaptive covariance estimation of locally stationary processes
• Inverse of the covariance matrix of an MA(2) process
• Sharp lower and upper bounds for the covariance of bounded random variables
• First-order covariance inequalities via Stein's method
• ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS

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