Can the bounds in the multivariate Chebyshev inequality be attained?

DOI10.1016/j.spl.2014.03.028zbMath1296.60043OpenAlexW2085376087WikidataQ56140623 ScholiaQ56140623MaRDI QIDQ2453985

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

ellipsoidprincipal componentsMahalanobis distanceChebyshev (Tchebysheff) inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (6)

Multivariate Chebyshev Inequality With Estimated Mean and Variance ⋮ The echelon Markov and Chebyshev inequalities ⋮ The multivariate Markov and multiple Chebyshev inequalities ⋮ Image anomalies: a review and synthesis of detection methods ⋮ Applications of hyperellipsoidal prediction regions ⋮ An extension of the multivariate Chebyshev's inequality to a random vector with a singular covariance matrix

Cites Work

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• Chebyshev's inequality for Banach-space-valued random elements
• Chebyshev's inequality for Hilbert-space-valued random elements
• A generalization of Chebyshev's inequality for Hilbert-space-valued random elements
• Measures of multivariate skewness and kurtosis with applications
• Multivariate Chebyshev Inequalities

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