A generalization of Hoeffding's lemma, and a new class of covariance inequalities

被引：6

作者：

Beare, Brendan K. ^{[1
]}

机构：

[1] Univ Calif San Diego, Dept Econ, La Jolla, CA 92093 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2009年 / 79卷 / 05期

关键词：

BOUNDED VARIATION; THEOREM;

D O I：

10.1016/j.spl.2008.10.012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We generalize Hoeffding's lemma to apply to covariances between functions of several random variables. Our generalization leads to a new class of covariance inequalities involving the Vitali or Hardy-Krause variation. These inequalities are relevant to the study of weakly dependent processes. Published by Elsevier B.V.

引用

页码：637 / 642

页数：6

共 50 条

[1] Functional generalizations of Hoeffding's covariance lemma and a formula for Kendall's tau
Lo, Ambrose
STATISTICS & PROBABILITY LETTERS, 2017, 122 : 218 - 226
[2] On Hoeffding's inequalities
Bentkus, V
ANNALS OF PROBABILITY, 2004, 32 (02): : 1650 - 1673
[3] On the generalization of Stein's Lemma for elliptical class of distributions
Landsman, Z
STATISTICS & PROBABILITY LETTERS, 2006, 76 (10) : 1012 - 1016
[4] A new generalization of Fielder's lemma with applications
Kumari, Komal
Panigrahi, Pratima
arXiv,
[5] CLASS OF COVARIANCE INEQUALITIES
KIMELDOR.G
SAMPSON, A
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (341) : 228 - 230
[6] An entropic generalization of Caffarelli's contraction theorem via covariance inequalities
Chewi, Sinho
Pooladian, Aram-Alexandre
COMPTES RENDUS MATHEMATIQUE, 2023, 361 (01) : 1471 - 1482
[7] A GENERALIZATION OF BANG'S LEMMA
Ambrus, Gergely
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2023, 151 (03) : 1277 - 1284
[8] A GENERALIZATION OF SCHWARZ'S LEMMA
庄圻泰
Science China Mathematics, 1982, (04) : 337 - 345
[9] A generalization of Gale's lemma
Alishahi, Meysam
Hajiabolhassan, Hossein
JOURNAL OF GRAPH THEORY, 2018, 88 (02) : 337 - 346
[10] A Generalization of Suzuki's Lemma
Panyanak, B.
Cuntavepanit, A.
ABSTRACT AND APPLIED ANALYSIS, 2011, : 1 - 14

← 1 2 3 4 5 →