An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds

DOI10.3150/10-BEJ282zbMath1345.60009arXiv1007.3662MaRDI QIDQ453284

V. Papathanasiou, Nickos Papadatos, Giorgos Afendras

Publication date: 19 September 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.3662

zbMATH Keywords

orthogonal polynomialscompletenessParseval identityFourier coefficientsvariance boundsRodrigues-type formuladifferences and derivatives of higher orderRodrigues inversion formulaStein-type identity

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Related Items (15)

A general parametric Stein characterization ⋮ Parametric Stein operators and variance bounds ⋮ On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality ⋮ How a probabilistic analogue of the mean value theorem yields stein-type covariance identities ⋮ First-order covariance inequalities via Stein's method ⋮ Unified extension of variance bounds for integrated Pearson family ⋮ A simple method for obtaining the maximal correlation coefficient and related characterizations ⋮ On generalized moment identity and its applications: a unified approach ⋮ Strengthened Chernoff-type variance bounds ⋮ Orthogonal polynomials in the cumulative Ord family and its application to variance bounds ⋮ Approximation of stable law in Wasserstein-1 distance by Stein's method ⋮ On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities ⋮ On matrix variance inequalities ⋮ Moment-Based Inference for Pearson's QuadraticqSubfamily of Distributions ⋮ Some Stein-type inequalities for multivariate elliptical distributions and applications

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