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Grüss-Type Bounds for the Covariance of Transformed Random Variables

<p/> <p>A number of problems in Economics, Finance, Information Theory, Insurance, and generally in decision making under uncertainty rely on estimates of the covariance between (transformed) random variables, which can, for example, be losses, risks, incomes, financial returns, and so f...

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Detalhes bibliográficos
Main Authors: Zitikis Ri&#269;ardas, Wong Wing-Keung, Fuentes Garc&#237;a Luis, Egozcue Mart&#237;n
Formato: Artigo
Idioma:Inglês
Publicado em: SpringerOpen 2010-01-01
Colecção:Journal of Inequalities and Applications
Acesso em linha:http://www.journalofinequalitiesandapplications.com/content/2010/619423
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