Prakasa Rao, B. L. S. (1998) Hoeffding identity, multivariance and multicorrelation Statistics: A Journal of Theoretical and Applied Statistics, 32 (1). pp. 13-29. ISSN 0233-1888
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Related URL: http://dx.doi.org/10.1080/02331889808802650
Abstract
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.
Item Type: | Article |
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Source: | Copyright of this article belongs to Taylor and Francis Group. |
Keywords: | Hoeffding Identity; Quasi-monotone Function; Stochastic Ordering; Multivariance; Multicorrelation; Positive Multicorrelated Random Variables |
ID Code: | 37500 |
Deposited On: | 26 Apr 2011 10:48 |
Last Modified: | 26 Apr 2011 10:48 |
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