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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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| Hlavní autoři: | , , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
SpringerOpen
2010-01-01
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| Edice: | Journal of Inequalities and Applications |
| On-line přístup: | http://www.journalofinequalitiesandapplications.com/content/2010/619423 |
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