Strengthened Chernoff-type variance bounds
From MaRDI portal
Publication:2444666
DOI10.3150/12-BEJ484zbMath1294.60027arXiv1107.1754MaRDI QIDQ2444666
Giorgos Afendras, Nickos Papadatos
Publication date: 10 April 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.1754
60E15: Inequalities; stochastic orderings
Related Items
On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality, How a probabilistic analogue of the mean value theorem yields stein-type covariance identities, Orthogonal polynomials in the cumulative Ord family and its application to variance bounds, On infinite covariance expansions, Unified extension of variance bounds for integrated Pearson family, Maximal correlation in a non-diagonal case, Some Stein-type inequalities for multivariate elliptical distributions and applications
Cites Work
- Unnamed Item
- Unnamed Item
- An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
- Matrix variance inequalities for multivariate distributions
- Covariance matrix inequalities for functions of beta random variables
- On upper bounds for the variance of functions of random variables
- On an inequality of Chernoff
- Variance bounds using a theorem of Polya
- Variance bounds by a generalization of the Cauchy-Schwarz inequality
- Characterizations of distributions by variance bounds
- Density questions in the classical theory of moments
- 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 extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
- Variance inequalities for functions of Gaussian variables
- Closed form summation for classical distributions: variations on a theme of de Moivre
- A matrix variance inequality
- On matrix variance inequalities
- Continuity of Solutions of Parabolic and Elliptic Equations
- Integrated Pearson family and orthogonality of the Rodrigues polynomials: A review including new results and an alternative classification of the Pearson system
- Systems of Polynomials Connected with the Charlier Expansions and the Pearson Differential and Difference Equations
- On a Certain Class of Orthogonal Polynomials