scientific article; zbMATH DE number 6810192

MaRDI QIDQ4590734zbMATH OpenFDO

Authors

Publication date 20 November 2017

Full work available at URL https://arxiv.org/abs/1704.06292

zbMATH Keywords

meanvarianceSamuelson's inequality

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Cited in

(8)

• A generalization of variance bounds
• Bounds on variance based on differences of mass points
• A note on the kinks at the mean variance frontier
• A Better Bound on the Variance
• Comment: The Two Styles of VC Bounds
• Variance bounds using a theorem of Polya
• A Remark on Variation of Parameters
• A note on variance reduction

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