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
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| dc.title.spa.fl_str_mv |
On a multivariate generalization of the covariance |
| title |
On a multivariate generalization of the covariance |
| spellingShingle |
On a multivariate generalization of the covariance Functions of bounded variation Covariance of functions Hoeffding’s lemma https://lccn.loc.gov/sh85052355 |
| title_short |
On a multivariate generalization of the covariance |
| title_full |
On a multivariate generalization of the covariance |
| title_fullStr |
On a multivariate generalization of the covariance |
| title_full_unstemmed |
On a multivariate generalization of the covariance |
| title_sort |
On a multivariate generalization of the covariance |
| dc.creator.fl_str_mv |
Díaz, Walter Cuadras, Carles M. |
| dc.contributor.author.none.fl_str_mv |
Díaz, Walter Cuadras, Carles M. |
| dc.subject.lcsh.none.fl_str_mv |
Functions of bounded variation |
| topic |
Functions of bounded variation Covariance of functions Hoeffding’s lemma https://lccn.loc.gov/sh85052355 |
| dc.subject.proposal.spa.fl_str_mv |
Covariance of functions Hoeffding’s lemma |
| dc.subject.lcshuri.none.fl_str_mv |
https://lccn.loc.gov/sh85052355 |
| description |
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. |
| publishDate |
2017 |
| dc.date.issued.none.fl_str_mv |
2017 |
| dc.date.accessioned.none.fl_str_mv |
2022-10-28T16:38:41Z |
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2022-10-28T16:38:41Z |
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info:eu-repo/semantics/article |
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http://purl.org/coar/resource_type/c_2df8fbb1 |
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http://purl.org/coar/version/c_970fb48d4fbd8a85 |
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info:eu-repo/semantics/publishedVersion |
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http://purl.org/coar/resource_type/c_6501 |
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Artículo de revista |
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http://purl.org/coar/resource_type/c_6501 |
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0361-0926 |
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https://hdl.handle.net/10495/31550 |
| dc.identifier.doi.none.fl_str_mv |
10.1080/03610926.2015.1056368 |
| dc.identifier.eissn.none.fl_str_mv |
1532-415X |
| identifier_str_mv |
0361-0926 10.1080/03610926.2015.1056368 1532-415X |
| url |
https://hdl.handle.net/10495/31550 |
| dc.language.iso.spa.fl_str_mv |
eng |
| language |
eng |
| dc.rights.spa.fl_str_mv |
info:eu-repo/semantics/openAccess |
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http://purl.org/coar/access_right/c_abf2 |
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https://creativecommons.org/licenses/by/4.0/ |
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openAccess |
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http://purl.org/coar/access_right/c_abf2 https://creativecommons.org/licenses/by/4.0/ |
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application/pdf |
| dc.publisher.spa.fl_str_mv |
Taylor & Francis |
| dc.publisher.group.spa.fl_str_mv |
GIFI - Grupo de Investigación en Finanzas de la UdeA |
| institution |
Universidad de Antioquia |
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https://bibliotecadigital.udea.edu.co/bitstream/10495/31550/1/D%c3%adazWalter_2017_MultivariateGeneralizationCovariance.pdf https://bibliotecadigital.udea.edu.co/bitstream/10495/31550/2/license.txt |
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MD5 MD5 |
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Repositorio Institucional Universidad de Antioquia |
| repository.mail.fl_str_mv |
andres.perez@udea.edu.co |
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1812173116893298688 |
| spelling |
Díaz, WalterCuadras, Carles M.2022-10-28T16:38:41Z2022-10-28T16:38:41Z20170361-0926https://hdl.handle.net/10495/3155010.1080/03610926.2015.10563681532-415XABSTRACT: 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.application/pdfengTaylor & FrancisGIFI - Grupo de Investigación en Finanzas de la UdeAinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1http://purl.org/redcol/resource_type/CJournalArticleArtículo de revistahttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2https://creativecommons.org/licenses/by/4.0/Functions of bounded variationCovariance of functionsHoeffding’s lemmahttps://lccn.loc.gov/sh85052355On a multivariate generalization of the covarianceCommunications in Statistics - Theory and Methods46604669469ORIGINALDíazWalter_2017_MultivariateGeneralizationCovariance.pdfDíazWalter_2017_MultivariateGeneralizationCovariance.pdfArticulo de revistaapplication/pdf678579https://bibliotecadigital.udea.edu.co/bitstream/10495/31550/1/D%c3%adazWalter_2017_MultivariateGeneralizationCovariance.pdf2be9724f6a6f375c5f718b8746fbf1a9MD51LICENSElicense.txtlicense.txttext/plain; charset=utf-81748https://bibliotecadigital.udea.edu.co/bitstream/10495/31550/2/license.txt8a4605be74aa9ea9d79846c1fba20a33MD5210495/31550oai:bibliotecadigital.udea.edu.co:10495/315502022-10-28 11:40:01.11Repositorio Institucional Universidad de Antioquiaandres.perez@udea.edu.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 |