Some simple variance bounds from Stein's method
From MaRDI portal
(Redirected from Publication:5026461)
Recommendations
Cites work
- A note on an inequality involving the normal distribution
- A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions
- About the conditional value at risk of partial sums
- An exponential inequality for suprema of empirical processes with heavy tails on the left
- An inequality for the multivariate normal distribution
- Distributional transformations, orthogonal polynomials, and Stein characterizations
- Efron's monotonicity property for measures on \(\mathbb{R}^2\)
- Equilibrium compound distributions and stop-loss moments
- Error bounds for exponential approximations of geometric convolutions
- First-order covariance inequalities via Stein's method
- scientific article; zbMATH DE number 50805 (Why is no real title available?)
- New rates for exponential approximation and the theorems of Rényi and Yaglom
- Normal Approximation by Stein’s Method
- Normal approximations with Malliavin calculus. From Stein's method to universality
- On an inequality of Chernoff
- On upper and lower bounds for the variance of a function of a random variable
- Parametric Stein operators and variance bounds
- Stein's method and the zero bias transformation with application to simple random sampling
- Stein's method for comparison of univariate distributions
- Stochastic orders
- Variational inequalities with examples and an application to the central limit theorem
- Weighted Poincaré inequalities, concentration inequalities and tail bounds related to Stein kernels in dimension one
Cited in
(7)- Error bounds in local limit theorems using Stein's method
- On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution
- Central moment inequalities using Stein's method
- Parametric Stein operators and variance bounds
- Bounds for the chi-square approximation of Friedman's statistic by Stein's method
- Covariance identities and variance bounds for infinitely divisible random variables and their applications
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
This page was built for publication: Some simple variance bounds from Stein's method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5026461)
