Hoeffding identity, multivariance and multicorrelation

被引：5
|
作者：
Rao, BLSP [1 ]
机构：
[1] Indian Stat Inst, New Delhi 110016, India
来源：
STATISTICS | 1998年 / 32卷 / 01期
关键词：
Hoeffding identity; quasi-monotone function; stochastic ordering; multivariance; multicorrelation; positive multicorrelated random variables;
D O I：
10.1080/02331889808802650
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：
A generalization of the Hoeffding identity to the multidimensional case is obtained extending earlier results of Yu (1993), Quesada-Molina (1992) and others. Some applications are given. New concepts of multivariance, multicorrelation and a set of positive multicorrelated random variables are introduced.
引用
收藏
页码：13 / 29
页数：17
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