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...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2010-01-01
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| Series: | Journal of Inequalities and Applications |
| Online Access: | http://www.journalofinequalitiesandapplications.com/content/2010/619423 |
