Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds
DOI10.1016/0167-7152(86)90033-7zbMATH Open0583.62019OpenAlexW2037067636MaRDI QIDQ1069228FDOQ1069228
V. Papathanasiou, Theophilos Cacoullos
Publication date: 1986
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(86)90033-7
exponential familiesvariance boundsseries of orthogonal polynomialsChernoff's inequalityconvergence of Bhattacharya bounds
Point estimation (62F10) Asymptotic distribution theory in statistics (62E20) Statistical distribution theory (62E99) Approximation by polynomials (41A10) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)
Cites Work
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- A note on an inequality involving the normal distribution
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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
- Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds
- The convergence of Bhattacharyya bounds
- On the Variance of Estimates
Cited In (12)
- Optimal lower and upper bounds for the \(\mathbb{L}_p\)-mean deviation of functions of a random variable
- An extension of the information inequality and related characterizations
- An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
- On Goldstein’s variance bound
- Umvu estimation for certain family of exponential distributions
- Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds
- Characterizations of some polynomial variance functions by \(d\)-pseudo-orthogonality
- First-order covariance inequalities via Stein's method
- Lower bounds for the variance in certain nonregular distributions
- A measure of variability based on the harmonic mean, and its use in approximations
- Estimation in uniform distributions using orthogonal polynomials
- Estimation based on the winsorized mean in the geometric distribution
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