Inequalities for Joint Distributions of Quadratic Forms

DOI10.1137/0142023zbMath0489.60023OpenAlexW2020283009MaRDI QIDQ3951309

Donald R. Jensen

Publication date: 1982

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0142023

zbMATH Keywords

canonical correlationmultidimensional Chebyshev inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (5)

Probability inequalities for quadratic forms ⋮ Assessing coverage-probabilities for approximate minimax estimators with respect to interval restrictions ⋮ Gauss inequalities on ordered linear spaces ⋮ On bilinear forms in normal variables ⋮ Efficiency and concentration inequalities on \(\mathbb{R}^ k\)

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