Can the bounds in the multivariate Chebyshev inequality be attained?

DOI10.1016/J.SPL.2014.03.028MaRDI QIDQ2453985zbMATH OpenOpenAlexWikidataFDO

Authors Jorge Navarro

Publication date 12 June 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.03.028

zbMATH Keywords

principal componentsMahalanobis distanceellipsoidChebyshev (Tchebysheff) inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• A generalization of Chebyshev's inequality for Hilbert-space-valued random elements
• Chebyshev's inequality for Banach-space-valued random elements
• Chebyshev's inequality for Hilbert-space-valued random elements
• Measures of multivariate skewness and kurtosis with applications
• Multivariate Chebyshev Inequalities

Cited in

(13)

• Image anomalies: a review and synthesis of detection methods
• A Bienaymé-Chebyshev inequality for scale mixtures of the multivariate normal distribution
• Calculation of multivariate Chebyshev-type inequalities
• A very simple proof of the multivariate Chebyshev's inequality
• A note on confidence regions based on the bivariate Chebyshev inequality applications to order statistics and data
• The multivariate Markov and multiple Chebyshev inequalities
• Applications of hyperellipsoidal prediction regions
• Multivariate Chebyshev Inequality With Estimated Mean and Variance
• The echelon Markov and Chebyshev inequalities
• A CHEBYSHEV INEQUALITY FOR MULTIVARIATE NORMAL DISTRIBUTION
• A multivariate Chebyshev bound of the Selberg form
• Boundary distributions with respect to Chebyshev's inequality
• An extension of the multivariate Chebyshev's inequality to a random vector with a singular covariance matrix

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