A matrix version of Chernoff inequality

DOI10.1016/J.SPL.2008.01.044MaRDI QIDQ947184zbMATH OpenOpenAlexFDO

Authors Zhengyuan Wei, Xinsheng Zhang

Publication date 29 September 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.01.044

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Miscellaneous inequalities involving matrices (15A45)

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Cites work

• A matrix variance inequality
• A note on an inequality involving the normal distribution
• An inequality for the multivariate normal distribution
• Normal moments and Hermite polynomials

Cited in

(6)

• Covariance matrix inequalities for functions of beta random variables
• A matrix variance inequality
• scientific article; zbMATH DE number 431874 (Why is no real title available?)
• scientific article; zbMATH DE number 3975983 (Why is no real title available?)
• Matrix variance inequalities for multivariate distributions
• On some inequalities of Chernoff-type

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