# Generalized covariance inequalities

Przemysław Matuła; Maciej Ziemba

Open Mathematics (2011)

- Volume: 9, Issue: 2, page 281-293
- ISSN: 2391-5455

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topPrzemysław Matuła, and Maciej Ziemba. "Generalized covariance inequalities." Open Mathematics 9.2 (2011): 281-293. <http://eudml.org/doc/269449>.

@article{PrzemysławMatuła2011,

abstract = {We prove some inequalities for the difference between a joint distribution and the product of its marginals for arbitrary absolutely continuous random variables. Some applications of the obtained inequalities are also presented.},

author = {Przemysław Matuła, Maciej Ziemba},

journal = {Open Mathematics},

keywords = {Covariance; Copula; Positive and negative dependence; Probabilistic inequalities; Kernel estimation; covariance; copula; positive and negative dependence; probabilistic inequalities; kernel estimation},

language = {eng},

number = {2},

pages = {281-293},

title = {Generalized covariance inequalities},

url = {http://eudml.org/doc/269449},

volume = {9},

year = {2011},

}

TY - JOUR

AU - Przemysław Matuła

AU - Maciej Ziemba

TI - Generalized covariance inequalities

JO - Open Mathematics

PY - 2011

VL - 9

IS - 2

SP - 281

EP - 293

AB - We prove some inequalities for the difference between a joint distribution and the product of its marginals for arbitrary absolutely continuous random variables. Some applications of the obtained inequalities are also presented.

LA - eng

KW - Covariance; Copula; Positive and negative dependence; Probabilistic inequalities; Kernel estimation; covariance; copula; positive and negative dependence; probabilistic inequalities; kernel estimation

UR - http://eudml.org/doc/269449

ER -

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