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Matrix variance inequalities for multivariate distributions |
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| Authors: | B.L.S. Prakasa Rao |
| Affiliation: | aDepartment of Mathematics and Statistics, University of Hyderabad, Hyderabad 500 046, India |
| Abstract: | We derive generalizations of the Hoeffding identity for multivariate random vectors and study some measures of dependence in the multidimensional case. In addition, we derive bounds on the covariance matrix for some multivariate distributions in the sense of Loewner ordering. |
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