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
| Summary: | 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 rectangles on R2k. Some applications include the covariance inequality among functions where the variables are positive orthant dependent. |
|---|