A differential version of the Efron-Stein inequality: Bounding the variance of a function of an infinitely divisible variable
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Publication:1114992
DOI10.1016/0167-7152(88)90034-XzbMATH Open0664.60025OpenAlexW2091193732MaRDI QIDQ1114992FDOQ1114992
Publication date: 1988
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(88)90034-x
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Cites Work
- The jackknife estimate of variance
- Title not available (Why is that?)
- Title not available (Why is that?)
- 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 an inequality of Chernoff
- A note on an inequality involving the normal distribution
- An inequality for the multivariate normal distribution
- 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
- An Efron-Stein inequality for nonsymmetric statistics
- Applications of ANOVA type decompositions for comparisons of conditional variance statistics including jackknife estimates
- Poincaré-type inequalities via stochastic integrals
- A generalization of Chernoff inequality via stochastic analysis
- Complete Convergence of Short Paths and Karp's Algorithm for the TSP
- Martingale inequalities and the jackknife estimate of variance
- Optimal triangulation of random samples in the plane
- Steinhaus's geometric location problem for random samples in the plane
- The Supports of Infinitely Divisible Distribution Functions
Cited In (9)
- 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
- 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
- The iterated jackknife estimate of variance
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