Dedecker, Jérôme; Doukhan, Paul - In: Stochastic Processes and their Applications 106 (2003) 1, pp. 63-80
We compare three dependence coefficients expressed in terms of conditional expectations, and we study their behaviour in various situations. Next, we give a new covariance inequality involving the weakest of those coefficients, and we compare this bound to that obtained by Rio (Ann. Inst. H....