A matrix variance inequality (Q1763459)

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Language	Label	Description	Also known as
English	A matrix variance inequality	scientific article

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scholarly article

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A matrix variance inequality (English)

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zbMATH Open document ID

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10.1016/j.jspi.2003.08.018

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Lawrence A. Shepp

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Journal of Statistical Planning and Inference

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publication date

22 February 2005

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

Normal distribution

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Gamma distribution

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Loewner ordering

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Hermite polynomials

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jspi.2003.08.018

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General characterization theorems based on versions of the Chernoff inequality and the Cox representation

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Converse Poincaré-type inequalities for convex functions

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On an Inequality and a Related Characterization of the Normal Distribution

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On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation

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On upper and lower bounds for the variance of a function of a random variable

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On upper bounds for the variance of functions of random variables

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Characterizations of distributions by variance bounds

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Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT

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Lower variance bounds and a new proof of the central limit theorem

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An inequality for the multivariate normal distribution

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Poincaré-type inequalities via stochastic integrals

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The central limit theorem and Poincaré-type inequalities

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Characterization of probability distributions by Poincaré-type inequalities

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A note on an inequality involving the normal distribution

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The jackknife estimate of variance

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Variance inequalities for functions of Gaussian variables

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Covariance identities and inequalities for functionals on Wiener and Poisson spaces

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The iterated jackknife estimate of variance

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A generalization of Chernoff inequality via stochastic analysis

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On an inequality of Chernoff

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Further results based on Chernoff-type inequalities

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General characterization theorems via the mean absolute deviation

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Continuity of Solutions of Parabolic and Elliptic Equations

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An extension of the information inequality and related characterizations

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Isoperimetric Inequalities in Mathematical Physics. (AM-27)

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Characterizations of distributions through some identities

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Another characterization of multivariate normal distribution

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On a Characterization of Poisson Distribution Through Inequalities of Chernoff-Type

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Characterization of a family of discrete distributions via a Chernoff type inequality

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Estimation of the mean of a multivariate normal distribution

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A differential version of the Efron-Stein inequality: Bounding the variance of a function of an infinitely divisible variable

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