A differential version of the Efron-Stein inequality: Bounding the variance of a function of an infinitely divisible variable
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Cites work
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- A generalization of Chernoff inequality via stochastic analysis
- A note on an inequality involving the normal distribution
- An Efron-Stein inequality for nonsymmetric statistics
- An inequality for the multivariate normal distribution
- Applications of ANOVA type decompositions for comparisons of conditional variance statistics including jackknife estimates
- Complete Convergence of Short Paths and Karp's Algorithm for the TSP
- Martingale inequalities and the jackknife estimate of variance
- On an inequality of Chernoff
- On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
- On upper and lower bounds for the variance of a function of a random variable
- On upper bounds for the variance of functions of random variables
- Optimal triangulation of random samples in the plane
- Poincaré-type inequalities via stochastic integrals
- Steinhaus's geometric location problem for random samples in the plane
- The Supports of Infinitely Divisible Distribution Functions
- The jackknife estimate of variance
Cited in
(11)- How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
- Interpolation, correlation identities, and inequalities for infinitely divisible variables
- A matrix variance inequality
- Variance inequalities for functions of Gaussian variables
- An Efron-Stein inequality for nonsymmetric statistics
- Variation comparison between infinitely divisible distributions and the normal distribution
- Chernoff-type inequality and variance bounds
- Lower variance bounds and a new proof of the central limit theorem
- Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT
- On the infinite divisibility of variance mixtures of Gaussian distributions
- The iterated jackknife estimate of variance
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