Multilinear forms and measures of dependence between random variables

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.

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Year of publication:	1985
Authors:	Bradley, Richard C. ; Bryc, Wlodzimierz
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 16.1985, 3, p. 335-367
Publisher:	Elsevier
Keywords:	Measures of dependence multilinear forms multilinear operators moment inequalities equivalence relation interpolation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221320