How a probabilistic analogue of the mean value theorem yields stein-type covariance identities

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Risk models (general) (91B05)

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Cites work

scientific article; zbMATH DE number 3438144 (Why is no real title available?)
A differential version of the Efron-Stein inequality: Bounding the variance of a function of an infinitely divisible variable
A generalization of covariance identity and related characterizations
A look at the structure of some extended Ginis
A natural identity for exponential families with applications in multiparameter estimation
A note on an inequality involving the normal distribution
A probabilistic analogue of the mean value theorem and its applications to reliability theory
A quantile-based probabilistic mean value theorem
An Actuarial Index of the Right-Tail Risk
An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
An inequality for the multivariate normal distribution
Characterization of the Pearson family of distributions
Characterizations of distributions by variance bounds
Coherent measures of risk
Cumulative Residual Entropy: A New Measure of Information
Decision theoretic foundations of credibility theory
Distances between distributions via Stein's method
Estimation of the mean of a multivariate normal distribution
First-order covariance inequalities via Stein's method
General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
Generalized Lindley distribution
Increasing concave orderings of linear combinations of order statistics with applications to social welfare
More on a new concept of entropy and information
Non-parametric estimation of extreme risk measures from conditional heavy-tailed distributions
On Stein's identity and its applications
On a class of premium principles including the Esscher principle
On cumulative entropies
On upper and lower bounds for the variance of a function of a random variable
On upper bounds for the variance of functions of random variables
Siegel's formula via Stein's identities
Stein's method and the zero bias transformation with application to simple random sampling
Strengthened Chernoff-type variance bounds
The role of weighted distributions in stochastic modeling
The tail Stein's identity with applications to risk measures
Variance bounds by a generalization of the Cauchy-Schwarz inequality
Variational inequalities with examples and an application to the central limit theorem
Weighted Distributions and Size-Biased Sampling with Applications to Wildlife Populations and Human Families
Weighted premium calculation principles

Cited in

(7)

An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
On probabilistic mean value theorem and covariance identities
A family of variability measures based on the cumulative residual entropy and distortion functions
General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
The tail Stein's identity with applications to risk measures
First-order covariance inequalities via Stein's method
Calculating premium principles from the mode of a unimodal weighted distribution

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