Multilinear forms and measures of dependence between random variables

Richard C. Bradley and Wlodzimierz Bryc

Journal of Multivariate Analysis, 1985, vol. 16, issue 3, 335-367

Abstract: Based on an idea of Rosenblatt, the methods of interpolation theory are used to establish moment inequalities and equivalence relations for measures of dependence between two or more families of random variables. A couple of "interpolation" theorems proved here appear to be new.

Keywords: Measures; of; dependence; multilinear; forms; multilinear; operators; moment; inequalities; equivalence; relation; interpolation (search for similar items in EconPapers)
Date: 1985
References: Add references at CitEc
Citations: View citations in EconPapers (12)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(85)90025-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:16:y:1985:i:3:p:335-367

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().