Eigenanalysis on a bivariate covariance kernel

DOI10.1016/j.jmva.2008.02.039zbMath1151.62054OpenAlexW1987103264MaRDI QIDQ957329

Carles M. Cuadras, Daniel Cuadras

Publication date: 27 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.039

zbMATH Keywords

eigenfunctionscanonical correlationspositive quadrant dependenceFGM familyHoeffding's lemmainequalities for covariancesseries of constants

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Integral operators (47G10)

Related Items (3)

Two generalized bivariate FGM distributions and rank reduction ⋮ On infinite covariance expansions ⋮ Contributions to the diagonal expansion of a bivariate copula with continuous extensions

Cites Work

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