On a multivariate generalization of the covariance
ABSTRACT: Hoeffding’s lemma provides a representation of the covariance of two random variables in terms of the difference between the joint and marginal distributions. This article proposes a multivariate generalization of the covariance between functions of bounded variation in the semialgebra of...
- Autores:
-
Díaz, Walter
Cuadras, Carles M.
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2017
- Institución:
- Universidad de Antioquia
- Repositorio:
- Repositorio UdeA
- Idioma:
- eng
- OAI Identifier:
- oai:bibliotecadigital.udea.edu.co:10495/31550
- Acceso en línea:
- https://hdl.handle.net/10495/31550
- Palabra clave:
- Functions of bounded variation
Covariance of functions
Hoeffding’s lemma
https://lccn.loc.gov/sh85052355
- Rights
- openAccess
- License
- http://purl.org/coar/access_right/c_abf2