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- Publisher Website: 10.1016/j.spl.2016.11.016
- Scopus: eid_2-s2.0-85006387027
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Article: Functional generalizations of Hoeffding's covariance lemma and a formula for Kendall's tau
| Title | Functional generalizations of Hoeffding's covariance lemma and a formula for Kendall's tau |
|---|---|
| Authors | |
| Keywords | Covariance Hoeffding's lemma Kendall's tau Lebesgue–Stieltjes integral Measure of concordance |
| Issue Date | 2017 |
| Citation | Statistics and Probability Letters, 2017, v. 122, p. 218-226 How to Cite? |
| Abstract | This note extends Hoeffding's lemma from the covariance between two random variables to that between transformations of random variables, and provides clarification of several existing functional generalizations. In the same spirit as these results, an explicit integral formula of Kendall's tau for general, possibly discontinuous random variables is also determined. |
| Persistent Identifier | http://hdl.handle.net/10722/367680 |
| ISSN | 2023 Impact Factor: 0.9 2023 SCImago Journal Rankings: 0.448 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Lo, Ambrose | - |
| dc.date.accessioned | 2025-12-19T07:58:38Z | - |
| dc.date.available | 2025-12-19T07:58:38Z | - |
| dc.date.issued | 2017 | - |
| dc.identifier.citation | Statistics and Probability Letters, 2017, v. 122, p. 218-226 | - |
| dc.identifier.issn | 0167-7152 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/367680 | - |
| dc.description.abstract | This note extends Hoeffding's lemma from the covariance between two random variables to that between transformations of random variables, and provides clarification of several existing functional generalizations. In the same spirit as these results, an explicit integral formula of Kendall's tau for general, possibly discontinuous random variables is also determined. | - |
| dc.language | eng | - |
| dc.relation.ispartof | Statistics and Probability Letters | - |
| dc.subject | Covariance | - |
| dc.subject | Hoeffding's lemma | - |
| dc.subject | Kendall's tau | - |
| dc.subject | Lebesgue–Stieltjes integral | - |
| dc.subject | Measure of concordance | - |
| dc.title | Functional generalizations of Hoeffding's covariance lemma and a formula for Kendall's tau | - |
| dc.type | Article | - |
| dc.description.nature | link_to_subscribed_fulltext | - |
| dc.identifier.doi | 10.1016/j.spl.2016.11.016 | - |
| dc.identifier.scopus | eid_2-s2.0-85006387027 | - |
| dc.identifier.volume | 122 | - |
| dc.identifier.spage | 218 | - |
| dc.identifier.epage | 226 | - |