Prakasa Rao, B. L. S. (2006) Matrix variance inequalities for multivariate distributions Statistical Methodology, 3 (4). pp. 416-430. ISSN 1572-3127
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S15723...
Related URL: http://dx.doi.org/10.1016/j.stamet.2005.11.002
Abstract
We derive generalizations of the Hoeffding identity for multivariate random vectors and study some measures of dependence in the multidimensional case. In addition, we derive bounds on the covariance matrix for some multivariate distributions in the sense of Loewner ordering.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| ID Code: | 37714 |
| Deposited On: | 26 Apr 2011 12:48 |
| Last Modified: | 26 Apr 2011 12:48 |
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