Variance inequalities for covariance kernels and applications to central limit theorems
From MaRDI portal
Publication:3842390
DOI10.4213/TVP1722zbMath0915.60036OpenAlexW2322009871MaRDI QIDQ3842390
Nickos Papadatos, V. Papathanasiou, Theophilos Cacoullos
Publication date: 5 November 1998
Published in: Teoriya Veroyatnostei i ee Primeneniya (Search for Journal in Brave)
Full work available at URL: http://epubs.siam.org/sam-bin/dbq/article/97603
Related Items (6)
Error Bounds for Trapezoid Type Quadrature Rules with Applications for the Mean and Variance ⋮ First-order covariance inequalities via Stein's method ⋮ Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part ⋮ A survey on some inequalities for expectation and variance ⋮ Bounds for the Distance Between the Distributions of Sums of Absolutely Continuous i.i.d. Convex-Ordered Random Variables with Applications ⋮ Variational inequalities for arbitrary multivariate distributions
This page was built for publication: Variance inequalities for covariance kernels and applications to central limit theorems