Hoeffding identity, multivariance and multicorrelation

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
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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