Hoeffding identity, multivariance and multicorrelation

Authors
Rao, BLSP
Citation
Blsp. Rao, Hoeffding identity, multivariance and multicorrelation, STATISTICS, 32(1), 1998, pp. 13-29
Citations number
10
Categorie Soggetti
Mathematics
Journal title
STATISTICS
ISSN journal
02331888 → ACNP
Volume
32
Issue
1
Year of publication
1998
Pages
13 - 29
Database
ISI
SICI code
0233-1888(1998)32:1<13:HIMAM>2.0.ZU;2-4
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, multico rrelation and a set of positive multicorrelated random variables are introd uced.