Covariance matrices associated to general moments of a random vector

DOI10.1016/J.JMVA.2014.10.007MaRDI QIDQ2254160zbMATH OpenOpenAlexFDO

Authors Songjun Lv

Publication date 4 February 2015

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.10.007

zbMATH Keywords

characterizationcovariance matrixGaussian gaugelogistic distributionpower function distribution

Mathematics Subject Classification ID

Ordered topological linear spaces, vector lattices (46A40) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A mass-transportation approach to sharp Sobolev and Gagliardo-Nirenberg inequalities.
• A Unified Approach to Cramér–Rao Inequalities
• Affine Fisher information inequalities
• Affine Moments of a Random Vector
• Best constants for Gagliardo-Nirenberg inequalities and applications to nonlinear diffusions.
• Computing the nearest correlation matrix--a problem from finance
• Convex and Discrete Geometry
• Covariance matrices and valuations
• CramÉr–Rao and Moment-Entropy Inequalities for Renyi Entropy and Generalized Fisher Information
• Extensions of Fisher Information and Stam's Inequality
• scientific article; zbMATH DE number 50401 (Why is no real title available?)
• Logarithmic Sobolev Inequalities for Information Measures
• Moment-Entropy Inequalities for a Random Vector
• Moment-entropy inequalities.
• Optimal Sobolev norms and the Lp Minkowski problem
• Some results concerning maximum Rényi entropy distributions

Cited in

(5)

• Covariance matrices of self-affine measures
• On matrices of random variables. General properties
• General Fisher information matrices of a random vector
• scientific article; zbMATH DE number 572294 (Why is no real title available?)
• scientific article; zbMATH DE number 4538 (Why is no real title available?)

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