Por favor, use este identificador para citar o enlazar este ítem:
https://hdl.handle.net/10495/31550Registro completo de metadatos
| Campo DC | Valor | Lengua/Idioma |
|---|---|---|
| dc.contributor.author | Díaz, Walter | - |
| dc.contributor.author | Cuadras, Carles M. | - |
| dc.date.accessioned | 2022-10-28T16:38:41Z | - |
| dc.date.available | 2022-10-28T16:38:41Z | - |
| dc.date.issued | 2017 | - |
| dc.identifier.issn | 0361-0926 | - |
| dc.identifier.uri | https://hdl.handle.net/10495/31550 | - |
| dc.description.abstract | ABSTRACT: Hoeffding’s lemma provides a representation of the covariance of two random variables in terms of the difference between the joint and marginal distributions. This article proposes a multivariate generalization of the covariance between functions of bounded variation in the semialgebra of rectangles on R2k. Some applications include the covariance inequality among functions where the variables are positive orthant dependent. | spa |
| dc.format.mimetype | application/pdf | spa |
| dc.language.iso | eng | spa |
| dc.publisher | Taylor & Francis | spa |
| dc.type.hasversion | info:eu-repo/semantics/publishedVersion | spa |
| dc.rights | info:eu-repo/semantics/openAccess | spa |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-nd/2.5/co/ | * |
| dc.subject.lcsh | Functions of bounded variation | - |
| dc.title | On a multivariate generalization of the covariance | spa |
| dc.type | info:eu-repo/semantics/article | spa |
| dc.publisher.group | GIFI - Grupo de Investigación en Finanzas de la UdeA | spa |
| dc.identifier.doi | 10.1080/03610926.2015.1056368 | - |
| oaire.version | http://purl.org/coar/version/c_970fb48d4fbd8a85 | spa |
| dc.rights.accessrights | http://purl.org/coar/access_right/c_abf2 | spa |
| dc.identifier.eissn | 1532-415X | - |
| oaire.citationtitle | Communications in Statistics - Theory and Methods | spa |
| oaire.citationstartpage | 4660 | spa |
| oaire.citationendpage | 4669 | spa |
| oaire.citationvolume | 46 | spa |
| oaire.citationissue | 9 | spa |
| dc.rights.creativecommons | https://creativecommons.org/licenses/by-nc-nd/4.0/ | spa |
| dc.publisher.place | Nueva York, Estados Unidos | spa |
| dc.type.coar | http://purl.org/coar/resource_type/c_2df8fbb1 | spa |
| dc.type.redcol | https://purl.org/redcol/resource_type/ART | spa |
| dc.type.local | Artículo de investigación | spa |
| dc.subject.proposal | Covariance of functions | spa |
| dc.subject.proposal | Hoeffding’s lemma | spa |
| dc.subject.lcshuri | https://lccn.loc.gov/sh85052355 | - |
| dc.description.researchgroupid | COL0154341 | spa |
| dc.relation.ispartofjournalabbrev | Commun. Stat. Theory. Methods. | spa |
| Aparece en las colecciones: | Artículos de Revista en Ciencias Económicas | |
Ficheros en este ítem:
| Fichero | Descripción | Tamaño | Formato | |
|---|---|---|---|---|
| DíazWalter_2017_MultivariateGeneralizationCovariance.pdf | Artículo de investigación | 662.67 kB | Adobe PDF | Visualizar/Abrir |
Este ítem está sujeto a una licencia Creative Commons Licencia Creative Commons
