Title of article
On the Covariance between Functions
Author/Authors
Cuadras، نويسنده , , C.M.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2002
Pages
9
From page
19
To page
27
Abstract
The covariance between the functions of two random variables is obtained in terms of the cumulative distribution function. This result generalizes previous formulae given by W. Hoeffding (1940, Schriften Math. Inst. Univ. Berlin5, 181–233) and K. V. Mardia (1967, Biometrika54, 235–249). An expansion for the covariance, an inequality, a maximum correlation and other consequences are obtained from this generalization.
Keywords
Hoeffdingיs lemma , generalized covariance , covariance expansion , Heaviside distribution , maximum correlation , given marginals
Journal title
Journal of Multivariate Analysis
Serial Year
2002
Journal title
Journal of Multivariate Analysis
Record number
1557767
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